US Dollar to Japanese Yen AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
5.15%
decreased by 0.07%
1 Week
5.22%
decreased by 0.00%
1 Month
5.48%
increased by 0.26%
Analysis last updated: Sunday, June 7, 2026 at 01:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.01 | |
| 0.0384 | 36.85 | |
| 0.9542 | 809.30 | |
| 0.1184 | 9.05 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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