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{name} Model Equation

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Param	Value	t-stat
ωconst	2.7535
αARCH	0.0488
βGARCH	0.9512

γ₁	1.7291
γ₂	-2.4630
γ₃	0.8919
γ₄	-0.4189
γ₅	0.5478
γ₆	-0.3363
γ₇	-0.0373
γ₈	0.1196

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.7535
α ARCH Response to squared shocks	0.0488
β GARCH Volatility persistence	0.9512

γ₁	1.7291
γ₂	-2.4630
γ₃	0.8919
γ₄	-0.4189
γ₅	0.5478
γ₆	-0.3363
γ₇	-0.0373
γ₈	0.1196

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