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V-Lab
V-Lab
Japanese Yen AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:8.30% (-0.04%)
Analysis last updated: Tuesday, October 21, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen AGARCH
paramt-stat
ω0.001712.75
α0.039837.36
β0.9530798.86
γ0.11939.28
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts