V-Lab: Japanese Yen APARCH Volatility Analysis

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V-Lab

Japanese Yen APARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:7.89% (-0.18%)

Analysis last updated: Thursday, October 16, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0055	16.05
$α$	0.0486	32.91
$β$	0.9514	697.53
$γ$	0.2505	11.79
$δ$	1.2601	32.17

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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