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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0073	-9.21***
α ARCH Response to squared shocks	0.1031	38.45***
β GARCH Volatility persistence	0.9863	1,487.62***
γ leverage Additional response to negative shocks	-0.0259	-11.99***

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Japanese Yen EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses