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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0020	17.49***
α ARCH Response to squared shocks	0.0378	34.80***
β GARCH Volatility persistence	0.9558	793.84***

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Japanese Yen GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses