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V-Lab

US Dollar to 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 Friday, May 29th, 2026

1 Day

2.01%

decreased by 0.04%

1 Week

2.02%

decreased by 0.03%

1 Month

2.03%

decreased by 0.02%

Analysis last updated: Thursday, May 28, 2026 at 07:04 PM UTC

Date Range:

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graph of US Dollar to Chinese Renminbi GJR-GARCH

News Impact Curve

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Volatility Forecast

How volatility evolves over time