Japanese Yen Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.99%
decreased by 0.04%
1 Week
5.09%
increased by 0.06%
1 Month
5.42%
increased by 0.39%
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 | |
|---|---|---|
| 1.1905 | 6.28 | |
| 0.0396 | 7.75 | |
| 0.9378 | 115.80 | |
| 0.0048 | 0.23 | |
| -0.0203 | -0.63 | |
| 0.0185 | 0.81 | |
| 0.0252 | 1.17 | |
| -0.0743 | -3.36 | |
| 0.0871 | 4.05 | |
| -0.0756 | -3.19 | |
| 0.0831 | 3.36 | |
| -0.1077 | -2.79 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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