Chinese Renminbi MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
1.88%
decreased by 0.01%
1 Week
1.94%
increased by 0.05%
1 Month
2.25%
increased by 0.36%
Analysis last updated: Sunday, June 14, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0081 | 81,290.00 | |
| 0.9921 | 9,920,830.00 | |
| -0.0004 | -4,290.00 | |
| 0.0272 | 271,990.00 | |
| 0.2207 | 2,206,620.00 | |
| 0.0109 | 108,830.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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