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	param	t-stat
$ω$	0.5164	4.98
$α$	0.0281	92.65
$β$	0.9973	1,874.61
$ν$	2.7193	93.41

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 17th, 2026:8.90% (-0.06%)

Date Range:

Parameter Estimates

Other Japanese Yen Analyses