Skip to main content
V-Lab
V-Lab
Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:1.28% (-0.02%)
Analysis last updated: Friday, November 7, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi GARCH
paramt-stat
ω0.00005.33
α0.031725.62
β0.9683772.75
Estimation Period:
Jul 29, 2005 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts