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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:76.88% (+5.85%)

Analysis last updated: Friday, August 29, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	10.6862	14.29
$α$	0.0407	129.15
$β$	0.9988	11,480.66
$ν$	2.0004	2,000,432.00

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