Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:39.78% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.0539 | 14.15 | |
| 0.0403 | 129.46 | |
| 0.9988 | 11,222.49 | |
| 2.0004 | 2,000,407.00 |
Estimation Period:
Jul 29, 2005 to Dec 19, 2025
Jul 29, 2005 to Dec 19, 2025
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