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 19th, 2025:13.98% (+0.18%)

Analysis last updated: Friday, May 16, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5508	5.30
$α$	0.0284	93.05
$β$	0.9975	2,182.66
$ν$	2.7026	107.38

Estimation Period:
Jan 2, 1990 to May 16, 2025