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{name} Model Equation

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Param	Value	t-stat
ωconst	1.3911	12.57***
αARCH	0.0400	8.35***
βGARCH	0.9476	157.80***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3911	12.57***
α ARCH Response to squared shocks	0.0400	8.35***
β GARCH Volatility persistence	0.9476	157.80***

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Japanese Yen Analyses