Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:6.98% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4131 | 12.27 | |
| 0.0395 | 8.33 | |
| 0.9493 | 164.67 | |
| 0.0004 | 4.96 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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