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	param	t-stat
$ω$	0.0021	19.18
$α$	0.0255	17.35
$β$	0.9567	845.11
$γ$	0.0212	7.70

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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