Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:6.39% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 18.99 | |
| 0.0265 | 17.76 | |
| 0.9555 | 833.73 | |
| 0.0219 | 7.69 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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