Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
9.27%
decreased by 0.19%
1 Week
9.28%
decreased by 0.18%
1 Month
9.33%
decreased by 0.13%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5140 | 4.98 | |
| 0.0281 | 92.60 | |
| 0.9973 | 1,874.61 | |
| 2.7246 | 92.54 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
Other Japanese Yen Analyses
Other GAS-GARCH Student T Analyses on Currencies