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, January 30th, 2023:57.51% (-2.92%)

Analysis last updated: Sunday, January 29, 2023, 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8624	14.49
$α$	0.0374	109.74
$β$	0.9988	11097.80
$ν$	2	333653.83

Estimation Period:
Jul 29, 2005 to Jan 28, 2023