US Dollar to Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.03% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -8.22 | |
| 0.0999 | 38.18 | |
| 0.9875 | 1,676.55 | |
| -0.0251 | -11.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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