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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5156	1.19
αARCH	0.0289	23.58***
βGARCH	0.9971	415.81***
νDF	2.6951	22.79***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5156	1.19
α ARCH Response to squared shocks	0.0289	23.58***
β GARCH Volatility persistence	0.9971	415.81***
ν DF Student-t tail thickness	2.6951	22.79***

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses