Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:9.98% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5274 | 5.10 | |
| 0.0281 | 92.56 | |
| 0.9974 | 1,986.79 | |
| 2.7149 | 98.27 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
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