Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:6.42% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.26 | |
| 0.0376 | 34.69 | |
| 0.9567 | 813.56 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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