Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.51% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 18.98 | |
| 0.0266 | 17.72 | |
| 0.9554 | 832.24 | |
| 0.0217 | 7.60 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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