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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1868	6.08***
α ARCH Response to squared shocks	0.0414	7.90***
β GARCH Volatility persistence	0.9367	115.12***

γ₁	0.0018	0.08
γ₂	-0.0154	-0.46
γ₃	0.0174	0.73
γ₄	0.0196	0.88
γ₅	-0.0628	-2.71***
γ₆	0.0723	3.37***
γ₇	-0.0571	-2.56**
γ₈	0.0539	2.54**
γ₉	-0.0463	-3.15***

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses