US Dollar to Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.80%
decreased by 0.12%
1 Week
4.86%
decreased by 0.06%
1 Month
5.09%
increased by 0.17%
Analysis last updated: Sunday, June 14, 2026 at 01:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5117 | 4.92 | |
| 0.0288 | 94.09 | |
| 0.9973 | 1,819.80 | |
| 2.7157 | 93.92 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other GAS-GARCH Student T Analyses on Currencies