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	param	t-stat
$ω$	0.0020	18.92
$α$	0.0261	17.69
$β$	0.9558	836.21
$γ$	0.0219	7.76

V-Lab

Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 31st, 2025:6.26% (-0.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses