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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	7.3419	13.29***
α ARCH Response to squared shocks	0.0413	132.68***
β GARCH Volatility persistence	0.9987	9,695.88***
ν DF Student-t tail thickness	2.0006

V-Lab

US Dollar to Chinese Renminbi GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other US Dollar to Chinese Renminbi Analyses