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 Tuesday, July 7th, 2026
1 Day
1.89%
decreased by 0.01%
1 Week
1.95%
increased by 0.05%
1 Month
2.18%
increased by 0.28%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0080 | 79,970.00 | |
| 0.9917 | 9,916,970.00 | |
| 0.0006 | 6,040.00 | |
| 0.0264 | 264,100.00 | |
| 0.1877 | 1,877,050.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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