Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:7.02% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5123 | 4.98 | |
| 0.0282 | 92.63 | |
| 0.9973 | 1,874.61 | |
| 2.7197 | 93.70 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
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