Japanese Yen MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 8th, 2026:4.83% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.8669 | 8,669,260.00 | |
| 0.0011 | 11,280.00 | |
| 0.2639 | 2,638,920.00 | |
| 0.0215 | 10.79 | |
| 1.0000 | 415.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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