US Dollar to Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
5.37%
decreased by 0.14%
1 Week
5.42%
decreased by 0.09%
1 Month
5.62%
increased by 0.11%
Analysis last updated: Sunday, June 7, 2026 at 01:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5096 | 4.90 | |
| 0.0286 | 93.33 | |
| 0.9972 | 1,800.07 | |
| 2.7157 | 92.64 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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