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	param	t-stat
$ω$	0.0021	19.12
$α$	0.0259	17.64
$β$	0.9560	839.30
$γ$	0.0216	7.77

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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