Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
52.41%
decreased by 2.89%
1 Week
52.40%
decreased by 2.90%
1 Month
52.37%
decreased by 2.93%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.3798 | 14.22 | |
| 0.0406 | 130.51 | |
| 0.9988 | 11,480.52 | |
| 2.0005 | 1,000,264.50 |
Estimation Period:
Jul 29, 2005 to Jun 5, 2026
Jul 29, 2005 to Jun 5, 2026
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