V-Lab
V-Lab
Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:6.01% (+0.13%)

Analysis last updated: Wednesday, October 4, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GJR-GARCH
paramt-stat
ω0.001717.41
α0.024417.03
β0.9601876.83
γ0.01927.04
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts