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V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:6.82% (-0.07%)
Analysis last updated: Friday, November 28, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001817.27
α0.037634.71
β0.9567812.83
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts