V-Lab
V-Lab
Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:7.46% (-0.09%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen S0GARCH
paramt-stat
ω1.422011.98
α0.03407.56
β0.9564170.36
γ10.00055.00
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts