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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0018	17.34***
α ARCH Response to squared shocks	0.0374	35.10***
β GARCH Volatility persistence	0.9567	821.23***

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Japanese Yen GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses