Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 26th, 2025:54.13% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.3758 | 14.13 | |
| 0.0404 | 129.47 | |
| 0.9988 | 11,222.52 | |
| 2.0004 | 2,000,390.00 |
Estimation Period:
Jul 29, 2005 to Nov 21, 2025
Jul 29, 2005 to Nov 21, 2025
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