Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:6.43% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0060 | -8.17 | |
| 0.1007 | 38.29 | |
| 0.9875 | 1,668.06 | |
| -0.0254 | -11.94 |
Estimation Period:
Jan 2, 1990 to Dec 19, 2025
Jan 2, 1990 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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