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V-Lab
V-Lab
Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:13.25% (+7.54%)
Analysis last updated: Thursday, November 20, 2025 at 12:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen AGARCH
paramt-stat
ω0.001712.65
α0.039837.41
β0.9529796.04
γ0.12099.42
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts