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	param	t-stat
$ω$	0.0021	19.22
$α$	0.0263	17.90
$β$	0.9561	840.16
$γ$	0.0206	7.52

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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