V-Lab: Chinese Renminbi GARCH Volatility Analysis

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V-Lab

Chinese Renminbi GARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:1.33% (-0.01%)

Analysis last updated: Friday, October 17, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	5.33
$α$	0.0317	25.57
$β$	0.9683	771.57

Estimation Period:
Jul 29, 2005 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts