Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
37.83%
increased by 1.16%
1 Week
37.85%
increased by 1.18%
1 Month
37.90%
increased by 1.23%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 7.4488 | 14.13 | |
| 0.0407 | 130.71 | |
| 0.9988 | 11,349.91 | |
| 2.0007 | 1,000,332.00 |
Estimation Period:
Jul 29, 2005 to Jul 3, 2026
Jul 29, 2005 to Jul 3, 2026
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