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	param	t-stat
$ω$	1.4099	12.32
$α$	0.0391	8.27
$β$	0.9498	164.92
$γ_{1}$	0.0004	4.97

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 29th, 2025:6.53% (-0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses