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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:54.07% (-3.04%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	8.3682	14.16
$α$	0.0412	128.30
$β$	0.9988	11,222.40
$ν$	2.0006	1,000,275.50

Estimation Period:
Jul 29, 2005 to May 9, 2025