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V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:8.14% (-0.09%)
Analysis last updated: Friday, October 24, 2025 at 07:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001817.32
α0.037934.84
β0.9565812.66
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts