V-Lab: Japanese Yen GARCH Volatility Analysis

V-Lab

Japanese Yen GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:12.55% (-0.22%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	16.95
$α$	0.0387	34.81
$β$	0.9558	798.52

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts