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	param	t-stat
$ω$	1.2634	6.68
$α$	0.0401	7.70
$β$	0.9372	114.76
$γ_{1}$	0.0121	0.57
$γ_{2}$	-0.0295	-0.90
$γ_{3}$	0.0196	0.84
$γ_{4}$	0.0281	1.26
$γ_{5}$	-0.0774	-3.37
$γ_{6}$	0.0875	3.69
$γ_{7}$	-0.0739	-2.75
$γ_{8}$	0.0786	2.91
$γ_{9}$	-0.0868	-2.22

V-Lab

Japanese Yen Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 2nd, 2026:8.88% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Japanese Yen Analyses