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	param	t-stat
$ω$	0.0021	19.12
$α$	0.0258	17.58
$β$	0.9560	840.10
$γ$	0.0217	7.79

V-Lab

Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 18th, 2026:6.77% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses