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, December 4th, 2023:89.44% (-4.55%)

Analysis last updated: Sunday, December 3, 2023 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4541	14.84
$α$	0.0374	114.44
$β$	0.9989	12034.58
$ν$	2	400303.20

Estimation Period:
Jul 29, 2005 to Dec 1, 2023