Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.40%
increased by 0.23%
1 Week
5.45%
increased by 0.28%
1 Month
5.65%
increased by 0.48%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5140 | 4.92 | |
| 0.0290 | 94.77 | |
| 0.9973 | 1,819.80 | |
| 2.7136 | 94.93 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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