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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0069	4.26***
α ARCH Response to squared shocks	0.0916	19.26***
β GARCH Volatility persistence	0.9968	1,812.40***
γ leverage Additional response to negative shocks	0.0201	4.21***

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US Dollar to Chinese Renminbi EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chinese Renminbi Analyses