Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:8.76% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0061 | -8.28 | |
| 0.1002 | 38.24 | |
| 0.9874 | 1,673.58 | |
| -0.0253 | -11.95 |
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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