Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.85% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.83 | |
| 0.0389 | 37.04 | |
| 0.9538 | 806.25 | |
| 0.1197 | 9.23 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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