V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 4th, 2023:6.05% (-0.08%)

Analysis last updated: Tuesday, October 3, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001415.46
α0.033432.22
β0.9621859.02
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts