Chinese Renminbi MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:1.74% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0091 | 1.72 | |
| 0.9917 | 177.24 | |
| -0.0016 | -1.99 | |
| 0.0094 | 0.11 | |
| 0.1776 | 0.16 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2026
Jan 2, 1990 to Jan 17, 2026
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