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V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:7.12% (-0.11%)
Analysis last updated: Monday, November 24, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001817.27
α0.037634.72
β0.9567813.52
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts