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	param	t-stat
$ω$	1.1761	6.11
$α$	0.0401	7.79
$β$	0.9383	118.25
$γ_{1}$	0.0014	0.07
$γ_{2}$	-0.0146	-0.43
$γ_{3}$	0.0147	0.61
$γ_{4}$	0.0254	1.12
$γ_{5}$	-0.0692	-2.94
$γ_{6}$	0.0767	3.26
$γ_{7}$	-0.0616	-2.38
$γ_{8}$	0.0619	2.68
$γ_{9}$	-0.0540	-3.59

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:8.90% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses