US Dollar to 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 Friday, May 29th, 2026
1 Day
1.50%
decreased by 0.04%
1 Week
5.26%
increased by 3.72%
1 Month
3,603.92%
increased by 3,602.38%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0392 | 0.11 | |
| 0.9673 | 1.93 | |
| -0.0129 | -0.04 | |
| 0.0082 | 0.01 | |
| 0.7620 | 0.04 | |
| 0.0001 | 0.00 |
Estimation Period:
Feb 6, 1992 to May 22, 2026
Feb 6, 1992 to May 22, 2026
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