Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:1.29% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 5.33 | |
| 0.0316 | 25.62 | |
| 0.9684 | 778.48 |
Estimation Period:
Jul 29, 2005 to Jan 16, 2026
Jul 29, 2005 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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