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, May 25th, 2026
1 Day
2.04%
unchanged at 0.00%
1 Week
2.09%
increased by 0.05%
1 Month
2.34%
increased by 0.30%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0092 | 92,170.00 | |
| 0.9919 | 9,919,010.00 | |
| -0.0022 | -22,390.00 | |
| 0.0304 | 304,440.00 | |
| 0.1892 | 1,891,700.00 | |
| 0.0026 | 25,700.00 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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