V-Lab: Japanese Yen GARCH Volatility Analysis

V-Lab

Japanese Yen GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:7.54% (-0.05%)

Analysis last updated: Friday, July 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0018	17.26
$α$	0.0383	34.81
$β$	0.9560	802.70

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts