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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4085	12.44***
α ARCH Response to squared shocks	0.0390	8.38***
β GARCH Volatility persistence	0.9497	166.02***

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Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses