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	param	t-stat
$ω$	1.4002	12.39
$α$	0.0387	8.31
$β$	0.9499	165.69
$γ_{1}$	0.0004	4.91

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Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses