US Dollar to Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
72.29%
decreased by 3.91%
1 Week
72.24%
decreased by 3.96%
1 Month
72.05%
decreased by 4.15%
Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 10.2031 | 13.49 | |
| 0.0410 | 132.21 | |
| 0.9987 | 9,987.00 | |
| 2.0004 | 1,000,223.00 |
Estimation Period:
Sep 14, 2005 to May 22, 2026
Sep 14, 2005 to May 22, 2026
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