Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:6.02% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -8.17 | |
| 0.1007 | 38.27 | |
| 0.9875 | 1,668.02 | |
| -0.0253 | -11.91 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
Other Japanese Yen Analyses
Other EGARCH Analyses on Currencies