V-Lab: Chinese Renminbi MF2-GARCH Volatility Analysis

V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:2.98% (0.00%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0080	80,230.00
$β$	0.9918	9,918,020.00
$γ$	0.0003	3,460.00
$λ_{1}$	0.0369	368,810.00
$λ_{2}$	0.1726	1,725,540.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts