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

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:11.10% (+0.24%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5386	5.19
$α$	0.0283	92.79
$β$	0.9974	2,073.62
$ν$	2.7081	102.60

Estimation Period:
Jan 2, 1990 to Jun 27, 2025