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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 Monday, April 27th, 2026

1 Day

3.09%

increased by 0.21%

1 Week

3.11%

increased by 0.23%

1 Month

3.17%

increased by 0.29%

Analysis last updated: Friday, April 24, 2026 at 07:01 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