Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.10% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.92 | |
| 0.0389 | 36.96 | |
| 0.9538 | 805.60 | |
| 0.1195 | 9.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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