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V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:7.79% (-0.03%)
Analysis last updated: Thursday, October 30, 2025 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001817.32
α0.037934.84
β0.9565812.66
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts