V-Lab
V-Lab
US Dollar to Chinese Renminbi GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:4.51% (-0.06%)

Analysis last updated: Sunday, May 5, 2024 at 01:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Chinese Renminbi GARCH
paramt-stat
ω0.00005.33
α0.029322.70
β0.9707713.71
Estimation Period:
Sep 14, 2005 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts