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	param	t-stat
$ω$	0.0017	12.66
$α$	0.0392	37.09
$β$	0.9535	801.97
$γ$	0.1201	9.30

V-Lab

Japanese Yen AGARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:5.96% (+0.27%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses