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	param	t-stat
$ω$	1.1801	6.17
$α$	0.0397	7.82
$β$	0.9394	120.48
$γ_{1}$	0.0001	0.01
$γ_{2}$	-0.0123	-0.37
$γ_{3}$	0.0142	0.59
$γ_{4}$	0.0240	1.06
$γ_{5}$	-0.0676	-2.90
$γ_{6}$	0.0764	3.39
$γ_{7}$	-0.0614	-2.52
$γ_{8}$	0.0607	2.70
$γ_{9}$	-0.0530	-3.51

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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