V-Lab: Japanese Yen GAS-GARCH Student T Volatility Analysis

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V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:9.88% (-0.31%)

Analysis last updated: Sunday, December 29, 2024 at 03:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5367	5.18
$α$	0.0282	92.26
$β$	0.9974	2039.64
$ν$	3	103.43

Estimation Period:
Jan 2, 1990 to Dec 27, 2024