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	param	t-stat
$ω$	1.4117	12.35
$α$	0.0391	8.27
$β$	0.9497	164.74
$γ_{1}$	0.0004	5.00

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:5.83% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses