V-Lab
V-Lab
Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:5.28% (-0.04%)

Analysis last updated: Wednesday, April 17, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GJR-GARCH
paramt-stat
ω0.001817.85
α0.025217.54
β0.9577852.80
γ0.02157.66
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts