Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
66.92%
increased by 4.40%
1 Week
66.89%
increased by 4.37%
1 Month
66.77%
increased by 4.25%
Analysis last updated: Friday, May 15, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 11.1988 | 14.16 | |
| 0.0407 | 130.91 | |
| 0.9988 | 11,350.01 | |
| 2.0004 | 2,000,436.00 |
Estimation Period:
Jul 29, 2005 to May 15, 2026
Jul 29, 2005 to May 15, 2026
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