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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:72.89% (+4.23%)

Analysis last updated: Friday, May 30, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.3171	14.20
$α$	0.0408	128.83
$β$	0.9988	11,350.09
$ν$	2.0004	2,000,395.00

Estimation Period:
Jul 29, 2005 to May 30, 2025