Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 10th, 2025:6.09% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 18.93 | |
| 0.0262 | 17.66 | |
| 0.9557 | 835.38 | |
| 0.0220 | 7.77 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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