Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:7.14% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0018 | 17.41 | |
| 0.0372 | 34.66 | |
| 0.9570 | 817.94 |
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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