Japanese Yen APARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:6.95% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0055 | 16.06 | |
| 0.0481 | 32.90 | |
| 0.9519 | 704.09 | |
| 0.2536 | 11.84 | |
| 1.2502 | 32.00 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
News Impact Curve
Volatility Forecasts
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