Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
8.88%
decreased by 0.15%
1 Week
8.91%
decreased by 0.12%
1 Month
8.99%
decreased by 0.04%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1805 | 6.16 | |
| 0.0399 | 7.81 | |
| 0.9390 | 119.52 | |
| 0.0002 | 0.01 | |
| -0.0124 | -0.37 | |
| 0.0141 | 0.59 | |
| 0.0242 | 1.07 | |
| -0.0679 | -2.91 | |
| 0.0766 | 3.38 | |
| -0.0616 | -2.51 | |
| 0.0611 | 2.71 | |
| -0.0534 | -3.54 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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