Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 21st, 2025:8.07% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 18.96 | |
| 0.0267 | 17.78 | |
| 0.9554 | 833.71 | |
| 0.0217 | 7.60 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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