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 20th, 2025:2.06% (-0.01%)

Analysis last updated: Wednesday, November 19, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0080	79,850.00
$β$	0.9918	9,918,010.00
$γ$	0.0004	4,270.00
$λ_{1}$	0.2070	2,069,520.00
$λ_{2}$	0.1688	1,688,190.00
$λ_{3}$	0.0351	350,760.00

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts