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	param	t-stat
$ω$	0.0020	19.01
$α$	0.0261	17.69
$β$	0.9558	837.71
$γ$	0.0219	7.80

V-Lab

Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 19th, 2026:5.71% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses