Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:34.76% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6773 | 14.11 | |
| 0.0400 | 129.54 | |
| 0.9988 | 11,222.54 | |
| 2.0006 | 1,000,282.50 |
Estimation Period:
Jul 29, 2005 to Jan 9, 2026
Jul 29, 2005 to Jan 9, 2026
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