US Dollar to Japanese Yen APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:7.83% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 16.01 | |
| 0.0479 | 32.81 | |
| 0.9521 | 705.76 | |
| 0.2515 | 11.78 | |
| 1.2571 | 32.02 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on Currencies