V-Lab: Japanese Yen AGARCH Volatility Analysis

V-Lab

Japanese Yen AGARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:12.27% (-0.07%)

Analysis last updated: Thursday, April 24, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0017	12.34
$α$	0.0402	37.29
$β$	0.9527	790.65
$γ$	0.1205	9.43

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts