V-Lab: Japanese Yen APARCH Volatility Analysis

V-Lab

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V-Lab

Japanese Yen APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:4.85% (-0.09%)

Analysis last updated: Tuesday, April 23, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0049	15.05
$α$	0.0458	31.29
$β$	0.9542	716.92
$γ$	0.2664	12.21
$δ$	1.2777	31.52

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts