Japanese Yen GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
6.02%
decreased by 0.08%
1 Week
6.06%
decreased by 0.04%
1 Month
6.21%
increased by 0.11%
Analysis last updated: Thursday, April 23, 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 | |
|---|---|---|
| 0.0018 | 17.42 | |
| 0.0373 | 34.65 | |
| 0.9569 | 817.19 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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