US Dollar to Japanese Yen MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.10% (-5.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0719 | 719,340.00 | |
| 0.4044 | 4,043,520.00 | |
| 0.2463 | 2,462,790.00 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Currencies