V-Lab: Japanese Yen APARCH Volatility Analysis

Skip to main content

V-Lab

Japanese Yen APARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:6.28% (+0.23%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0054	16.00
$α$	0.0483	32.81
$β$	0.9517	700.84
$γ$	0.2521	11.85
$δ$	1.2601	32.14

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts