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V-Lab

Chinese Renminbi MF2-GARCH Volatility Analysis

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

Volatility prediction for Thursday, April 2nd, 2026

1 Day

2.55%

increased by 0.05%

1 Week

2.56%

increased by 0.06%

1 Month

2.53%

increased by 0.03%

Analysis last updated: Wednesday, April 1, 2026 at 07:02 PM UTC

Date Range:

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graph of Chinese Renminbi MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time