Japanese Yen MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:-0.00% (-8.41%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
0.7500 | 7,499,900.00 | |
0.0000 | 100.00 | |
0.5000 | 5,000,000.00 | |
0.0321 | 9.61 | |
0.9580 | 90.23 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
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