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

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:13.92% (+0.70%)

Analysis last updated: Friday, May 30, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5505	5.31
$α$	0.0283	92.90
$β$	0.9975	2,197.10
$ν$	2.7045	107.49

Estimation Period:
Jan 2, 1990 to May 30, 2025