Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:48.55% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.9816 | 14.19 | |
| 0.0404 | 129.42 | |
| 0.9988 | 11,350.06 | |
| 2.0005 | 2,000,457.00 |
Estimation Period:
Jul 29, 2005 to Nov 28, 2025
Jul 29, 2005 to Nov 28, 2025
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