Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:5.54% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.15 | |
| 0.0376 | 34.72 | |
| 0.9567 | 813.51 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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