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V-Lab

Chinese Renminbi AGARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Tuesday, April 21st, 2026

1 Day

3.01%

decreased by 0.03%

1 Week

3.03%

decreased by 0.01%

1 Month

3.10%

increased by 0.06%

Analysis last updated: Monday, April 20, 2026 at 07:03 PM UTC

Date Range:

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graph of Chinese Renminbi AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time