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	param	t-stat
$ω$	1.1732	6.11
$α$	0.0400	7.79
$β$	0.9387	119.09
$γ_{1}$	0.0001	0.00
$γ_{2}$	-0.0124	-0.36
$γ_{3}$	0.0134	0.56
$γ_{4}$	0.0266	1.17
$γ_{5}$	-0.0702	-2.96
$γ_{6}$	0.0772	3.22
$γ_{7}$	-0.0617	-2.34
$γ_{8}$	0.0618	2.63
$γ_{9}$	-0.0538	-3.53

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.59% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses