US Dollar to Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:8.82% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.41 | |
| 0.0373 | 34.68 | |
| 0.9570 | 817.91 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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