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	param	t-stat
$ω$	1.1756	6.10
$α$	0.0401	7.79
$β$	0.9383	118.31
$γ_{1}$	0.0013	0.06
$γ_{2}$	-0.0143	-0.42
$γ_{3}$	0.0145	0.60
$γ_{4}$	0.0257	1.13
$γ_{5}$	-0.0693	-2.93
$γ_{6}$	0.0766	3.23
$γ_{7}$	-0.0615	-2.36
$γ_{8}$	0.0618	2.66
$γ_{9}$	-0.0539	-3.57

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:9.13% (-0.19%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses