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 Friday, June 2nd, 2023:11.31% (-0.12%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5555	6.20
$α$	0.0266	88.81
$β$	0.9979	3178.03
$ν$	3	131.00

Estimation Period:
Jan 2, 1990 to May 27, 2023