V-Lab: Japanese Yen APARCH Volatility Analysis

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Japanese Yen APARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:6.10% (-0.15%)

Analysis last updated: Sunday, December 7, 2025 at 01:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0054	16.01
$α$	0.0483	32.82
$β$	0.9517	700.31
$γ$	0.2521	11.85
$δ$	1.2597	32.12

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts