V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Monday, March 27th, 2023:10.66% (-0.10%)

Analysis last updated: Sunday, March 26, 2023, 01:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001415.01
α0.033031.86
β0.9628860.40
Estimation Period:
Jan 2, 1990 to Mar 25, 2023
Impact of return on volatility tomorrow
Volatility Forecasts