Japanese Yen APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
6.14%
decreased by 0.16%
1 Week
6.24%
decreased by 0.06%
1 Month
6.59%
increased by 0.29%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 16.06 | |
| 0.0476 | 32.85 | |
| 0.9524 | 705.98 | |
| 0.2530 | 11.71 | |
| 1.2382 | 31.78 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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