Japanese Yen EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
6.96%
decreased by 0.07%
1 Week
7.07%
increased by 0.04%
1 Month
7.46%
increased by 0.43%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| -0.0062 | -8.42 | |
| 0.0999 | 38.18 | |
| 0.9874 | 1,670.77 | |
| -0.0253 | -11.99 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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