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	param	t-stat
$ω$	0.0021	19.11
$α$	0.0259	17.58
$β$	0.9560	840.07
$γ$	0.0218	7.82

V-Lab

US Dollar to Japanese Yen GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 16th, 2026:9.52% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other US Dollar to Japanese Yen Analyses