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	param	t-stat
$ω$	0.5093	4.90
$α$	0.0286	93.38
$β$	0.9972	1,800.06
$ν$	2.7166	92.55

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses