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

V-Lab

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V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:70.28% (+4.73%)

Analysis last updated: Thursday, September 19, 2024 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4687	14.22
$α$	0.0410	124.93
$β$	0.9988	11222.37
$ν$	2	666935.00

Estimation Period:
Jul 29, 2005 to Sep 13, 2024