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	param	t-stat
$ω$	0.0021	19.06
$α$	0.0259	17.58
$β$	0.9561	840.13
$γ$	0.0217	7.77

V-Lab

Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:8.37% (-0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses