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	param	t-stat
$ω$	1.1926	6.30
$α$	0.0394	7.72
$β$	0.9384	116.97
$γ_{1}$	0.0047	0.22
$γ_{2}$	-0.0200	-0.61
$γ_{3}$	0.0178	0.77
$γ_{4}$	0.0262	1.21
$γ_{5}$	-0.0751	-3.36
$γ_{6}$	0.0871	3.95
$γ_{7}$	-0.0743	-3.03
$γ_{8}$	0.0793	3.12
$γ_{9}$	-0.0922	-2.37

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Japanese Yen Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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