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	param	t-stat
$ω$	0.5154	4.99
$α$	0.0282	92.60
$β$	0.9973	1,878.15
$ν$	2.7166	94.35

V-Lab

Japanese Yen GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, January 7th, 2026:7.56% (+0.31%)

Date Range:

Parameter Estimates

Other Japanese Yen Analyses