Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:9.33% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5207 | 4.99 | |
| 0.0281 | 92.81 | |
| 0.9973 | 1,881.69 | |
| 2.7125 | 94.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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