Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
57.26%
decreased by 3.16%
1 Week
57.26%
decreased by 3.16%
1 Month
57.27%
decreased by 3.15%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 13.5237 | 14.14 | |
| 0.0407 | 130.82 | |
| 0.9988 | 11,349.98 | |
| 2.0004 | 2,000,360.00 |
Estimation Period:
Jul 29, 2005 to Jun 12, 2026
Jul 29, 2005 to Jun 12, 2026
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