US Dollar to Chinese Renminbi APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
1.67%
decreased by 0.01%
1 Week
1.68%
increased by 0.00%
1 Month
1.68%
increased by 0.00%
Analysis last updated: Friday, June 12, 2026 at 08:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 2.50 | |
| 0.0340 | 16.89 | |
| 0.9631 | 751.22 | |
| -0.0537 | -3.42 | |
| 2.2025 | 23.35 |
Estimation Period:
Sep 14, 2005 to Jun 12, 2026
Sep 14, 2005 to Jun 12, 2026
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