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	param	t-stat
$ω$	1.1775	6.10
$α$	0.0399	7.91
$β$	0.9399	122.72
$γ_{1}$	0.0001	0.01
$γ_{2}$	-0.0127	-0.37
$γ_{3}$	0.0151	0.62
$γ_{4}$	0.0229	1.00
$γ_{5}$	-0.0666	-2.82
$γ_{6}$	0.0755	3.35
$γ_{7}$	-0.0598	-2.47
$γ_{8}$	0.0573	2.53
$γ_{9}$	-0.0492	-3.19

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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