US Dollar to Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:8.71% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.81 | |
| 0.0389 | 37.03 | |
| 0.9538 | 806.27 | |
| 0.1197 | 9.22 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on Currencies