V-Lab
V-Lab
Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:6.51% (-0.08%)

Analysis last updated: Tuesday, February 4, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GJR-GARCH
paramt-stat
ω0.002018.67
α0.026417.62
β0.9555828.03
γ0.02207.68
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts