Chinese Renminbi MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:1.92% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0078 | 77,670.00 | |
| 0.9918 | 9,917,510.00 | |
| 0.0010 | 9,610.00 | |
| 0.0574 | 574,400.00 | |
| 0.1748 | 1,747,660.00 | |
| 0.1068 | 1,067,770.00 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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