Japanese Yen MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:0.92% (-5.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.7494 | 7,493,920.00 | |
| 0.0006 | 6,080.00 | |
| 0.5000 | 5,000,000.00 | |
| 7.0103 | 27.89 | |
| 0.2881 | 27.96 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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