Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:74.85% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.9588 | 14.27 | |
| 0.0406 | 129.22 | |
| 0.9988 | 11,480.53 | |
| 2.0006 | 1,000,276.00 |
Estimation Period:
Jul 29, 2005 to Mar 13, 2026
Jul 29, 2005 to Mar 13, 2026
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