US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.63%
decreased by 0.11%
1 Week
6.66%
decreased by 0.08%
1 Month
6.77%
increased by 0.03%
Analysis last updated: Sunday, May 24, 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 | 19.24 | |
| 0.0255 | 17.42 | |
| 0.9568 | 845.98 | |
| 0.0208 | 7.59 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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