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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0022	19.01***
α ARCH Response to squared shocks	0.0265	17.81***
β GARCH Volatility persistence	0.9551	821.25***
γ leverage Additional response to negative shocks	0.0212	7.54***

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Japanese Yen GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses