US Dollar to Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.10% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 12.91 | |
| 0.0389 | 36.94 | |
| 0.9539 | 805.62 | |
| 0.1195 | 9.20 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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