V-Lab
V-Lab
US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:5.78% (-0.08%)

Analysis last updated: Sunday, April 28, 2024 at 01:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Japanese Yen GJR-GARCH
paramt-stat
ω0.001817.81
α0.025217.61
β0.9576852.69
γ0.02167.73
Estimation Period:
Jan 2, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts