Skip to main content
V-Lab

Chinese Renminbi APARCH Volatility Analysis

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

Volatility prediction for Wednesday, July 22nd, 2026

1 Day

1.51%

decreased by 0.02%

1 Week

1.52%

decreased by 0.01%

1 Month

1.53%

increased by 0.00%

Analysis last updated: Tuesday, July 21, 2026 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Chinese Renminbi APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 29, 2005 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution. The volatility power δ = 2.19 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.

Inverse leverage: Positive returns increase volatility 27% more than negative returns

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
2.50**
α

ARCH

Response to squared shocks

0.0343
16.78***
β

GARCH

Volatility persistence

0.9630
741.89***
γ

leverage

Additional response to negative shocks

-0.0540
-3.44***
δ

power

Transformation power

2.1910
23.26***

Persistence:

1.000

Half-life:

-