Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
79.94%
decreased by 0.70%
1 Week
79.89%
decreased by 0.75%
1 Month
79.69%
decreased by 0.95%
Analysis last updated: Friday, April 24, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.0594 | 14.22 | |
| 0.0408 | 130.78 | |
| 0.9988 | 11,480.49 | |
| 2.0004 | 2,000,416.00 |
Estimation Period:
Jul 29, 2005 to Apr 24, 2026
Jul 29, 2005 to Apr 24, 2026
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