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	param	t-stat
$ω$	0.5169	4.98
$α$	0.0281	92.68
$β$	0.9973	1,878.15
$ν$	2.7192	93.52

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:9.37% (-0.13%)

Date Range:

Parameter Estimates

Other Japanese Yen Analyses