US Dollar to Japanese Yen APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.77%
decreased by 0.09%
1 Week
4.89%
increased by 0.03%
1 Month
5.37%
increased by 0.51%
Analysis last updated: Sunday, June 7, 2026 at 01:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 16.25 | |
| 0.0483 | 33.36 | |
| 0.9517 | 697.19 | |
| 0.2546 | 11.74 | |
| 1.2198 | 31.84 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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