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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3209
αARCH	0.0493
βGARCH	0.9507

γ₁	1.6327
γ₂	-2.3395
γ₃	0.8860
γ₄	-0.5794
γ₅	0.9640
γ₆	-0.8735
γ₇	0.3951
γ₈	-0.1192

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3209
α ARCH Response to squared shocks	0.0493
β GARCH Volatility persistence	0.9507

γ₁	1.6327
γ₂	-2.3395
γ₃	0.8860
γ₄	-0.5794
γ₅	0.9640
γ₆	-0.8735
γ₇	0.3951
γ₈	-0.1192

V-Lab

US Dollar to Chinese Renminbi Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chinese Renminbi Analyses