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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:42.97% (+0.90%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.4832	14.14
$α$	0.0409	128.75
$β$	0.9988	11,222.40
$ν$	2.0007	1,000,351.50

Estimation Period:
Jul 29, 2005 to Jun 13, 2025