V-Lab: Chinese Renminbi MF2-GARCH Volatility Analysis

V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:2.93% (-0.01%)

Analysis last updated: Thursday, July 10, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0069	69,200.00
$β$	0.9916	9,916,050.00
$γ$	0.0029	29,480.00
$λ_{1}$	0.0358	357,980.00
$λ_{2}$	0.1325	1,324,610.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts