Japanese Yen APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.69% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 16.04 | |
| 0.0480 | 32.88 | |
| 0.9520 | 705.16 | |
| 0.2528 | 11.83 | |
| 1.2541 | 32.05 |
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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