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 Monday, December 23rd, 2024:106.95% (-5.92%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.2355	14.33
$α$	0.0406	125.79
$β$	0.9988	11480.63
$ν$	2	2000394.00

Estimation Period:
Jul 29, 2005 to Dec 20, 2024