V-Lab: Japanese Yen EGARCH Volatility Analysis

V-Lab

Japanese Yen EGARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:10.63% (+0.19%)

Analysis last updated: Friday, May 16, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0058	-7.76
$α$	0.1014	38.36
$β$	0.9875	1,668.14
$γ$	-0.0257	-12.05

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts