GRU and LSTM does not "take risk" predicting
This is probably because the deltas you are trying to predict are less than 1, so your loss function (I’m assuming MSE) isn’t working as expected.
Squaring an error less than 1 will make it even smaller, so your model is not currently motivated to leave the cosy local minimum of the naïve strategy of always predicting delta as zero.
I recommend rescaling your deltas by multiplying them by 100 and then using MSE as a loss function.