Japanese Yen EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.38%
decreased by 0.03%
1 Week
4.49%
increased by 0.08%
1 Month
4.97%
increased by 0.56%
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 | |
|---|---|---|
| -0.0062 | -8.41 | |
| 0.0999 | 38.37 | |
| 0.9875 | 1,682.21 | |
| -0.0249 | -11.90 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other Japanese Yen Analyses
Other EGARCH Analyses on Currencies