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	param	t-stat
$ω$	1.2556	6.62
$α$	0.0400	7.73
$β$	0.9375	115.62
$γ_{1}$	0.0122	0.58
$γ_{2}$	-0.0302	-0.92
$γ_{3}$	0.0205	0.88
$γ_{4}$	0.0275	1.24
$γ_{5}$	-0.0772	-3.36
$γ_{6}$	0.0875	3.71
$γ_{7}$	-0.0739	-2.77
$γ_{8}$	0.0783	2.92
$γ_{9}$	-0.0858	-2.22

V-Lab

Japanese Yen Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:8.58% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses