V-Lab
V-Lab
Japanese Yen GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 15th, 2025:6.85% (-0.08%)

Analysis last updated: Tuesday, January 14, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GARCH
paramt-stat
ω0.001816.99
α0.037634.37
β0.9569808.18
Estimation Period:
Jan 2, 1990 to Jan 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts