V-Lab: Chinese Renminbi MF2-GARCH Volatility Analysis

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V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:2.11% (0.00%)

Analysis last updated: Monday, October 13, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0098	98,120.00
$β$	0.9911	9,911,120.00
$γ$	-0.0019	-18,500.00
$λ_{1}$	0.0372	371,600.00
$λ_{2}$	0.0925	925,420.00
$λ_{3}$	0.4569	4,569,440.00

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts