Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:7.86% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -8.08 | |
| 0.1013 | 38.48 | |
| 0.9874 | 1,667.95 | |
| -0.0253 | -11.88 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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