2009年3月，周小川行长关于利用特别提款权SDRs代替超主权货币的建议引起国际上关于超主权货币的广泛讨论。本文在考虑了有关学者对于该问题的分析后，选择了李翀教授于2010年初提出的以实体资本为基金，构建基于其他货币加权平均算法下的超主权货币理论为本文分析对象。通过对现实数据GDP和对外进出口额的分析，最终选出十种基础货币，按照各货币所属经济体GDP/对外进出口额为0.6/0.4的比例构建超主权货币。通过比较，建立ARMA回归模型，得到超主权货币汇率预测值；利用指数平滑法得出其汇率属于随机波动这一结论；最后通过GARCH模型说明超主权货币具有较好的平稳性，可有效降低这些经济体的外汇波动范围，具有理论操作上的明显优势。

March 2009, Governor Zhou Xiaochuan on the use of Special Drawing Rights SDRs instead of the proposed super-sovereign currencies over sovereignty on the international currency on the widely discussed. In this paper, scholars consider the issue on the analysis, the choice of Professor Li Chong available early in 2010's to physical capital fund, the weighted average method for other currencies under the super-sovereign monetary theory of the object for the article. The data on GDP and the amount of import and export, select the appropriate economies, the final ten selected base currencies, the currency in accordance with their respective economies, GDP / ratio of import and export amounted to 0.6/0.4 build super-sovereign currency. ARMA regression model established by comparison, are super-sovereign currency exchange rate forecasts using exponential smoothing method to get the random fluctuations of its exchange rate is the conclusion, the final sovereignty through the ultra-GARCH model shows a better stability of the currency, the coefficient of variation decreased to 0.070352 can effectively reduce these economies 237.9086 million U.S. dollars of foreign exchange fluctuation range, with a distinct advantage on the theory of operation.