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	param	t-stat
$ω$	1.1748	6.16
$α$	0.0395	7.74
$β$	0.9391	119.10
$γ_{1}$	0.0003	0.01
$γ_{2}$	-0.0127	-0.38
$γ_{3}$	0.0139	0.58
$γ_{4}$	0.0255	1.12
$γ_{5}$	-0.0691	-2.94
$γ_{6}$	0.0767	3.29
$γ_{7}$	-0.0614	-2.40
$γ_{8}$	0.0608	2.65
$γ_{9}$	-0.0528	-3.51

V-Lab

Japanese Yen Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:7.63% (-0.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses