V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:5.04% (-0.07%)

Analysis last updated: Friday, January 27, 2023, 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.00
α0.029720.68
β0.9703645.57
Estimation Period:
Jul 29, 2005 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts