US Dollar to Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.75% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5216 | 4.99 | |
| 0.0281 | 92.79 | |
| 0.9973 | 1,885.25 | |
| 2.7119 | 94.97 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other GAS-GARCH Student T Analyses on Currencies