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 15th, 2025:10.31% (-0.32%)

Analysis last updated: Monday, July 14, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5355	5.16
$α$	0.0283	92.56
$β$	0.9974	2,043.84
$ν$	2.7112	101.10

Estimation Period:
Jan 2, 1990 to Jul 11, 2025