V-Lab: Japanese Yen EGARCH Volatility Analysis

V-Lab

Japanese Yen EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.32% (+0.27%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0059	-7.99
$α$	0.1013	38.31
$β$	0.9875	1,665.20
$γ$	-0.0256	-12.00

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts