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

V-Lab

| |

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:62.58% (+1.77%)

Analysis last updated: Tuesday, February 4, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.4097	14.21
$α$	0.0416	127.93
$β$	0.9988	11222.36
$ν$	2	2000377.00

Estimation Period:
Jul 29, 2005 to Jan 31, 2025