US Dollar to Chinese Renminbi GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
56.45%
increased by 0.76%
1 Week
56.44%
increased by 0.75%
1 Month
56.37%
increased by 0.68%
Analysis last updated: Wednesday, June 10, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 9.7883 | 13.48 | |
| 0.0409 | 132.05 | |
| 0.9987 | 9,986.99 | |
| 2.0005 | 1,000,232.50 |
Estimation Period:
Sep 14, 2005 to Jun 5, 2026
Sep 14, 2005 to Jun 5, 2026
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