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, April 20th, 2026
1 Day
2.35%
decreased by 0.01%
1 Week
2.48%
increased by 0.12%
1 Month
3.00%
increased by 0.64%
Analysis last updated: Friday, April 17, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0115 | 115,210.00 | |
| 0.9905 | 9,905,030.00 | |
| -0.0041 | -40,520.00 | |
| 0.0302 | 302,190.00 | |
| 0.2035 | 2,034,540.00 | |
| 0.1167 | 1,166,670.00 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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