Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
7.99%
decreased by 0.15%
1 Week
8.02%
decreased by 0.12%
1 Month
8.10%
decreased by 0.04%
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 | |
|---|---|---|
| 0.5109 | 4.95 | |
| 0.0280 | 92.53 | |
| 0.9973 | 1,850.24 | |
| 2.7247 | 91.68 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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