US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:6.04% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 18.92 | |
| 0.0262 | 17.68 | |
| 0.9557 | 835.40 | |
| 0.0220 | 7.78 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
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