Japanese Yen APARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.96% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 16.05 | |
| 0.0481 | 32.89 | |
| 0.9519 | 704.07 | |
| 0.2528 | 11.84 | |
| 1.2546 | 32.07 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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