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	param	t-stat
$ω$	1.1823	6.19
$α$	0.0393	7.81
$β$	0.9402	122.15
$γ_{1}$	0.0006	0.03
$γ_{2}$	-0.0131	-0.39
$γ_{3}$	0.0147	0.61
$γ_{4}$	0.0235	1.04
$γ_{5}$	-0.0672	-2.86
$γ_{6}$	0.0760	3.36
$γ_{7}$	-0.0606	-2.49
$γ_{8}$	0.0593	2.62
$γ_{9}$	-0.0514	-3.38

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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