US Dollar to Japanese Yen EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
4.53%
decreased by 0.12%
1 Week
4.64%
decreased by 0.01%
1 Month
5.11%
increased by 0.46%
Analysis last updated: Sunday, June 7, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -8.35 | |
| 0.0998 | 38.38 | |
| 0.9875 | 1,685.14 | |
| -0.0248 | -11.87 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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