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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:50.04% (+3.11%)

Analysis last updated: Friday, July 11, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.1394	14.13
$α$	0.0408	129.08
$β$	0.9988	11,222.47
$ν$	2.0005	1,000,242.50

Estimation Period:
Jul 29, 2005 to Jul 11, 2025