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

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:13.65% (+0.66%)

Analysis last updated: Friday, May 9, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5498	5.28
$α$	0.0284	92.99
$β$	0.9975	2,159.01
$ν$	2.7002	107.04

Estimation Period:
Jan 2, 1990 to May 9, 2025