Chinese Renminbi MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:1.94% (-0.02%)
Parameter Estimates
param | t-stat | |
---|---|---|
21 | ||
0.0125 | 124,720.00 | |
0.9905 | 9,904,640.00 | |
-0.0059 | -58,760.00 | |
0.0295 | 294,980.00 | |
0.1046 | 1,046,400.00 | |
0.3390 | 3,389,880.00 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
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