US Dollar to Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:8.49% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -8.22 | |
| 0.1000 | 38.26 | |
| 0.9875 | 1,676.51 | |
| -0.0252 | -11.92 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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