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{name} Model Equation

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Param	Value	t-stat
ωconst	2.3595
αARCH	0.0482
βGARCH	0.9518

γ₁	1.6571
γ₂	-2.3527
γ₃	0.8571
γ₄	-0.4773
γ₅	0.7127
γ₆	-0.5019
γ₇	-0.0503
γ₈	0.2506

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3595
α ARCH Response to squared shocks	0.0482
β GARCH Volatility persistence	0.9518

γ₁	1.6571
γ₂	-2.3527
γ₃	0.8571
γ₄	-0.4773
γ₅	0.7127
γ₆	-0.5019
γ₇	-0.0503
γ₈	0.2506

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