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

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:10.16% (-0.23%)

Analysis last updated: Friday, August 29, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5309	5.12
$α$	0.0282	92.55
$β$	0.9974	2,002.76
$ν$	2.7114	99.55

Estimation Period:
Jan 2, 1990 to Aug 29, 2025