US Dollar to Japanese Yen EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.31%
increased by 0.06%
1 Week
4.42%
increased by 0.17%
1 Month
4.89%
increased by 0.64%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -8.33 | |
| 0.1005 | 38.77 | |
| 0.9875 | 1,682.21 | |
| -0.0249 | -11.96 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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