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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0019	3.32***
αARCH	0.0391	9.21***
βGARCH	0.9529	195.14***
γleverage	0.1195	2.30**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0019	3.32***
α ARCH Response to squared shocks	0.0391	9.21***
β GARCH Volatility persistence	0.9529	195.14***
γ leverage Additional response to negative shocks	0.1195	2.30**

V-Lab

Japanese Yen AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses