Japanese Yen AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
5.29%
decreased by 0.08%
1 Week
5.35%
decreased by 0.02%
1 Month
5.60%
increased by 0.23%
Analysis last updated: Friday, June 5, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.02 | |
| 0.0385 | 36.87 | |
| 0.9541 | 809.28 | |
| 0.1184 | 9.06 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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