US Dollar to Japanese Yen AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
4.86%
increased by 0.07%
1 Week
4.94%
increased by 0.15%
1 Month
5.23%
increased by 0.44%
Analysis last updated: Tuesday, June 16, 2026 at 08:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 13.04 | |
| 0.0387 | 37.06 | |
| 0.9539 | 807.67 | |
| 0.1185 | 9.10 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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