Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
93.16%
decreased by 1.39%
1 Week
93.09%
decreased by 1.46%
1 Month
92.80%
decreased by 1.75%
Analysis last updated: Friday, April 3, 2026 at 08:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.9880 | 14.29 | |
| 0.0410 | 130.55 | |
| 0.9988 | 11,614.01 | |
| 2.0004 | 2,000,432.00 |
Estimation Period:
Jul 29, 2005 to Apr 3, 2026
Jul 29, 2005 to Apr 3, 2026
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