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	param	t-stat
$ω$	1.1845	6.19
$α$	0.0396	7.79
$β$	0.9394	120.25
$γ_{1}$	0.0015	0.07
$γ_{2}$	-0.0144	-0.42
$γ_{3}$	0.0149	0.62
$γ_{4}$	0.0245	1.08
$γ_{5}$	-0.0684	-2.91
$γ_{6}$	0.0765	3.31
$γ_{7}$	-0.0611	-2.42
$γ_{8}$	0.0601	2.62
$γ_{9}$	-0.0521	-3.45

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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