Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:42.32% (-2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.3553 | 14.18 | |
| 0.0403 | 129.58 | |
| 0.9988 | 11,350.05 | |
| 2.0004 | 2,000,438.00 |
Estimation Period:
Jul 29, 2005 to Dec 5, 2025
Jul 29, 2005 to Dec 5, 2025
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