Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:8.30% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5196 | 5.02 | |
| 0.0282 | 92.42 | |
| 0.9973 | 1,910.57 | |
| 2.7167 | 95.42 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
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