Japanese Yen GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
4.49%
decreased by 0.05%
1 Week
4.56%
increased by 0.02%
1 Month
4.84%
increased by 0.30%
Analysis last updated: Sunday, June 28, 2026 at 01:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.27 | |
| 0.0376 | 35.12 | |
| 0.9566 | 818.29 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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