V-Lab: Chinese Renminbi GAS-GARCH Student T Volatility Analysis

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:62.35% (+4.85%)

Analysis last updated: Thursday, July 31, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.7514	14.21
$α$	0.0407	128.89
$β$	0.9988	11,350.05
$ν$	2.0004	2,000,389.00

Estimation Period:
Jul 29, 2005 to Jul 25, 2025