Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:8.84% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4138 | 12.23 | |
| 0.0396 | 8.33 | |
| 0.9493 | 164.49 | |
| 0.0004 | 4.90 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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