US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.07%
decreased by 0.06%
1 Week
5.13%
decreased by 0.00%
1 Month
5.37%
increased by 0.24%
Analysis last updated: Sunday, June 14, 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 | |
|---|---|---|
| 0.0021 | 19.21 | |
| 0.0263 | 17.91 | |
| 0.9561 | 840.17 | |
| 0.0206 | 7.52 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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