Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.44%
decreased by 0.18%
1 Week
6.48%
decreased by 0.14%
1 Month
6.62%
decreased by 0.00%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5081 | 4.91 | |
| 0.0281 | 92.50 | |
| 0.9972 | 1,809.89 | |
| 2.7184 | 91.54 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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