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

V-Lab

Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:56.39% (+2.96%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.4879	14.23
$α$	0.0409	128.94
$β$	0.9988	11,350.08
$ν$	2.0005	1,000,242.50

Estimation Period:
Jul 29, 2005 to Jun 27, 2025