V-Lab
Japanese Yen EGARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:13.72% (-0.26%)
Analysis last updated: Friday, October 4, 2024 at 07:11 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0053 | -7.10 | |
| 0.1007 | 38.03 | |
| 0.9879 | 1680.10 | |
| -0.0252 | -11.74 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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