Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
63.52%
decreased by 3.52%
1 Week
63.49%
decreased by 3.55%
1 Month
63.37%
decreased by 3.67%
Analysis last updated: Sunday, May 3, 2026 at 01:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.8632 | 14.22 | |
| 0.0408 | 130.64 | |
| 0.9988 | 11,480.49 | |
| 2.0005 | 1,000,253.00 |
Estimation Period:
Jul 29, 2005 to May 1, 2026
Jul 29, 2005 to May 1, 2026
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