V-Lab
V-Lab
US Dollar to Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 16th, 2024:5.56% (+0.01%)

Analysis last updated: Monday, April 15, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Japanese Yen GARCH
paramt-stat
ω0.001515.92
α0.035433.11
β0.9597832.36
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts