Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:8.91% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.44 | |
| 0.0374 | 34.67 | |
| 0.9569 | 816.47 |
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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