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 Friday, June 2nd, 2023:78.53% (-2.21%)

Analysis last updated: Thursday, June 1, 2023 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5597	14.71
$α$	0.0370	111.36
$β$	0.9988	11614.42
$ν$	2	500348.75

Estimation Period:
Jul 29, 2005 to May 27, 2023