Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:9.75% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5212 | 4.99 | |
| 0.0281 | 92.83 | |
| 0.9973 | 1,885.25 | |
| 2.7128 | 94.87 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
Other Japanese Yen Analyses
Other GAS-GARCH Student T Analyses on Currencies