Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.99% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4119 | 12.33 | |
| 0.0392 | 8.28 | |
| 0.9496 | 164.31 | |
| 0.0004 | 5.01 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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