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	param	t-stat
$ω$	1.1858	6.20
$α$	0.0398	7.77
$β$	0.9390	119.59
$γ_{1}$	0.0006	0.03
$γ_{2}$	-0.0127	-0.37
$γ_{3}$	0.0128	0.53
$γ_{4}$	0.0273	1.19
$γ_{5}$	-0.0710	-2.99
$γ_{6}$	0.0779	3.24
$γ_{7}$	-0.0624	-2.35
$γ_{8}$	0.0629	2.66
$γ_{9}$	-0.0550	-3.58

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 4th, 2026:8.87% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses