V-Lab
V-Lab
Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:8.31% (+0.34%)

Analysis last updated: Friday, December 20, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen GJR-GARCH
paramt-stat
ω0.002018.67
α0.026517.65
β0.9557830.35
γ0.02177.60
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts