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	param	t-stat
$ω$	1.4036	12.45
$α$	0.0391	8.38
$β$	0.9495	165.33
$γ_{1}$	0.0004	4.92

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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