Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:8.03% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5204 | 5.01 | |
| 0.0282 | 92.69 | |
| 0.9973 | 1,903.26 | |
| 2.7126 | 95.82 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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