Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5182 | 4.99 | |
| 0.0281 | 92.72 | |
| 0.9973 | 1,878.15 | |
| 2.7142 | 94.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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