Japanese Yen APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.64%
decreased by 0.04%
1 Week
4.77%
increased by 0.09%
1 Month
5.26%
increased by 0.58%
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 | |
|---|---|---|
| 0.0058 | 16.24 | |
| 0.0484 | 33.40 | |
| 0.9516 | 696.13 | |
| 0.2554 | 11.76 | |
| 1.2170 | 31.85 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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