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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.8913	14.02***
α ARCH Response to squared shocks	0.0409	131.10***
β GARCH Volatility persistence	0.9988
ν DF Student-t tail thickness	2.0010

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Chinese Renminbi GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Chinese Renminbi Analyses