Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.48% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.3122 | 14.18 | |
| 0.0398 | 129.34 | |
| 0.9988 | 11,350.10 | |
| 2.0006 | 1,000,304.50 |
Estimation Period:
Jul 29, 2005 to Feb 6, 2026
Jul 29, 2005 to Feb 6, 2026
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