V-Lab
V-Lab
Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:7.79% (+0.13%)

Analysis last updated: Thursday, June 1, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen AGARCH
paramt-stat
ω0.001311.57
α0.035535.01
β0.9588852.29
γ0.11248.32
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts