Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:62.15% (+4.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.3607 | 14.13 | |
| 0.0405 | 129.35 | |
| 0.9988 | 11,222.45 | |
| 2.0002 | 2,000,245.00 |
Estimation Period:
Jul 29, 2005 to Oct 31, 2025
Jul 29, 2005 to Oct 31, 2025
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