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 Thursday, April 2nd, 2026
1 Day
2.55%
increased by 0.05%
1 Week
2.56%
increased by 0.06%
1 Month
2.53%
increased by 0.03%
Analysis last updated: Wednesday, April 1, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0082 | 81,720.00 | |
| 0.9915 | 9,914,840.00 | |
| 0.0007 | 6,820.00 | |
| 0.0285 | 284,810.00 | |
| 0.0548 | 547,910.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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