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	param	t-stat
$ω$	1.2570	6.65
$α$	0.0399	7.70
$β$	0.9374	115.14
$γ_{1}$	0.0121	0.57
$γ_{2}$	-0.0298	-0.91
$γ_{3}$	0.0200	0.86
$γ_{4}$	0.0280	1.26
$γ_{5}$	-0.0776	-3.38
$γ_{6}$	0.0878	3.71
$γ_{7}$	-0.0743	-2.77
$γ_{8}$	0.0793	2.95
$γ_{9}$	-0.0887	-2.28

V-Lab

Japanese Yen Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.12% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses