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	param	t-stat
$ω$	0.0021	19.08
$α$	0.0258	17.57
$β$	0.9561	841.60
$γ$	0.0218	7.82

V-Lab

Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:9.04% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses