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V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:6.65% (-0.02%)
Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001817.19
α0.037934.84
β0.9565811.24
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts