V-Lab: Chinese Renminbi GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.02% (-1.67%)

Analysis last updated: Friday, April 26, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1112	13.93
$α$	0.0413	121.84
$β$	0.9987	10513.12
$ν$	2	666931.67

Estimation Period:
Jul 29, 2005 to Apr 26, 2024