US Dollar to Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.23% (+1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.1176 | 13.48 | |
| 0.0402 | 130.40 | |
| 0.9987 | 9,888.24 | |
| 2.0003 | 2,000,290.00 |
Estimation Period:
Sep 14, 2005 to Feb 6, 2026
Sep 14, 2005 to Feb 6, 2026
Other GAS-GARCH Student T Analyses on Currencies