Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.28% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7928 | 14.12 | |
| 0.0399 | 129.08 | |
| 0.9988 | 11,222.52 | |
| 2.0006 | 1,000,283.00 |
Estimation Period:
Jul 29, 2005 to Feb 20, 2026
Jul 29, 2005 to Feb 20, 2026
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