V-Lab: Japanese Yen MF2-GARCH Volatility Analysis

V-Lab

Japanese Yen MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:0.00% (-7.30%)

Analysis last updated: Wednesday, April 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0316	315,610.00
$λ_{2}$	0.9647	9,647,410.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Volatility Forecasts