US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
5.51%
decreased by 0.07%
1 Week
5.56%
decreased by 0.02%
1 Month
5.76%
increased by 0.18%
Analysis last updated: Sunday, June 7, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 19.15 | |
| 0.0260 | 17.69 | |
| 0.9564 | 841.91 | |
| 0.0206 | 7.53 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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