US Dollar to Japanese Yen GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:7.92% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5174 | 5.00 | |
| 0.0282 | 92.68 | |
| 0.9973 | 1,888.83 | |
| 2.7174 | 94.49 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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