Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:5.87% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 19.06 | |
| 0.0265 | 17.76 | |
| 0.9553 | 832.17 | |
| 0.0220 | 7.73 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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