V-Lab
V-Lab
Japanese Yen Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:12.33% (-0.26%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Japanese Yen S0GARCH
paramt-stat
ω1.427311.89
α0.03437.56
β0.9562167.40
γ10.00054.93
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts