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V-Lab

Chinese Renminbi GJR-GARCH 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 6th, 2026

1 Day

2.99%

decreased by 0.05%

1 Week

2.99%

decreased by 0.05%

1 Month

3.00%

decreased by 0.04%

Analysis last updated: Friday, April 3, 2026 at 08:54 PM UTC

Date Range:

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to

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1Y ·

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graph of Chinese Renminbi GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time