Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
81.79%
decreased by 4.53%
1 Week
81.75%
decreased by 4.57%
1 Month
81.58%
decreased by 4.74%
Analysis last updated: Sunday, May 24, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 14.8444 | 14.24 | |
| 0.0406 | 130.67 | |
| 0.9988 | 11,480.54 | |
| 2.0003 | 2,000,336.00 |
Estimation Period:
Jul 29, 2005 to May 22, 2026
Jul 29, 2005 to May 22, 2026
Other GAS-GARCH Student T Analyses on Currencies