V-Lab: Japanese Yen APARCH Volatility Analysis

V-Lab

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V-Lab

Japanese Yen APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:9.99% (-0.18%)

Analysis last updated: Tuesday, May 7, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0048	15.02
$α$	0.0470	31.28
$β$	0.9530	697.67
$γ$	0.2370	11.14
$δ$	1.3186	31.69

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts