Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.80%
decreased by 0.12%
1 Week
4.86%
decreased by 0.06%
1 Month
5.09%
increased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5114 | 4.92 | |
| 0.0288 | 93.82 | |
| 0.9972 | 1,816.48 | |
| 2.7166 | 93.84 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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