V-Lab: Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:7.59% (+0.31%)

Analysis last updated: Friday, March 21, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4210	12.35
$α$	0.0390	8.19
$β$	0.9498	163.22
$γ_{1}$	0.0004	5.07

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

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Volatility Forecasts

Volatility Forecasts