Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:34.14% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.6081 | 14.09 | |
| 0.0409 | 129.57 | |
| 0.9988 | 11,097.68 | |
| 2.0004 | 2,000,430.00 |
Estimation Period:
Jul 29, 2005 to Oct 10, 2025
Jul 29, 2005 to Oct 10, 2025
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