Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:7.68% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5171 | 5.00 | |
| 0.0282 | 92.73 | |
| 0.9973 | 1,888.83 | |
| 2.7183 | 94.39 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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