V-Lab: Chinese Renminbi MF2-GARCH Volatility Analysis

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V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 10th, 2025:1.93% (-0.02%)

Analysis last updated: Tuesday, December 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0071	71,160.00
$β$	0.9916	9,915,980.00
$γ$	0.0026	25,660.00
$λ_{1}$	0.0292	292,070.00
$λ_{2}$	0.1794	1,794,320.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts