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	param	t-stat
$ω$	-0.0062	-8.37
$α$	0.1000	38.21
$β$	0.9874	1,673.59
$γ$	-0.0253	-11.97

V-Lab

Japanese Yen EGARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:7.63% (-0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses