V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:12.54% (-0.22%)

Analysis last updated: Friday, November 25, 2022, 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001414.99
α0.033231.69
β0.9625849.55
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts