V-Lab: Chinese Renminbi MF2-GARCH Volatility Analysis

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V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:2.03% (-0.01%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0076	76,260.00
$β$	0.9915	9,915,290.00
$γ$	0.0017	16,870.00
$λ_{1}$	0.0362	362,380.00
$λ_{2}$	0.1428	1,428,320.00
$λ_{3}$	0.1780	1,779,840.00

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts