Japanese Yen AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.15%
increased by 0.07%
1 Week
5.22%
increased by 0.14%
1 Month
5.48%
increased by 0.40%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.02 | |
| 0.0385 | 36.87 | |
| 0.9541 | 809.28 | |
| 0.1184 | 9.06 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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