Japanese Yen AGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
6.36%
decreased by 0.10%
1 Week
6.40%
decreased by 0.06%
1 Month
6.56%
increased by 0.10%
Analysis last updated: Sunday, April 19, 2026 at 01:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.82 | |
| 0.0389 | 37.03 | |
| 0.9537 | 804.84 | |
| 0.1205 | 9.29 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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