V-Lab
V-Lab
US Dollar to Japanese Yen GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 13th, 2024:10.24% (-0.20%)

Analysis last updated: Friday, May 10, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Japanese Yen GJR-GARCH
paramt-stat
ω0.001918.13
α0.026517.76
β0.9567832.65
γ0.02057.18
Estimation Period:
Jan 2, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts