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	param	t-stat
$ω$	1.2557	6.65
$α$	0.0399	7.73
$β$	0.9375	114.93
$γ_{1}$	0.0117	0.56
$γ_{2}$	-0.0296	-0.91
$γ_{3}$	0.0213	0.93
$γ_{4}$	0.0250	1.15
$γ_{5}$	-0.0747	-3.34
$γ_{6}$	0.0867	3.93
$γ_{7}$	-0.0738	-3.00
$γ_{8}$	0.0782	3.08
$γ_{9}$	-0.0880	-2.28

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Japanese Yen Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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