How can I write a generator in a JavaScript class?

Edit: Add more examples.
Your class definition is (almost) correct.The error was in instantiation var Reply = new Reply();. This tries to redefine variable assigned to class name. Also generator function is expected to yield something. I elaborated a little OP code to show working example.

class Reply {
  //added for test purpose
  constructor(...args) {
    this.args = args;
  }
  * getReply(msg) {
      for (let arg in this.args) {
        let reply = msg + this.args[arg];
        //generator should yield something
        yield reply;
      }
      //next call returns (yields) {done:true,value:undefined}
  }
  * otherFun() {
      yield this.getReply('Nice to meet you '); //yields Generator object
      yield this.getReply('See you '); //Yes, this can access 
      //next call yields {done:true, value:undefined}
  }
  * evenMore() {
      yield* this.getReply('I miss you '); //yields generator result(s)
      yield* this.getReply('I miss you even more ');
  }
}
//now test what we have
const reply = new Reply('Peter', 'James', 'John');
//let and var here are interchangeable because of Global scope
var r = reply.getReply('Hello ');
var msg = r.next(); //{done:false,value:"..."}
while (!msg.done) {
  console.log(msg.value);
  msg = r.next();
}
var other = reply.otherFun();
var o = other.next(); //{done:false,value:Generator}
while (!o.done) {
  let gen = o.value;
  msg = gen.next();
  while (!msg.done) {
    console.log(msg.value);
    msg = gen.next();
  }
  o = other.next();
}
var more = reply.evenMore();
msg = more.next();
while (!msg.done) {
  console.log(msg.value);
  msg = more.next();
}
//update of 1/12/2019
//more examples
for (let r of reply.getReply('for ')) {
  console.log(r);
}
for (let r of reply.evenMore()) {
  console.log(r);
}
//note that the following doesn't work because of lack of star (*) inside the generator function
for (let r of reply.otherFun()) {
  console.log(r);
}

UPDATE 1/12/2019

As suggested by @BugBuddy for..of loop looks even nicer (But doesn't work in all cases). See updated lines in the snippet.


TL; DR for confused visitors from Google:

In Javascript, how do I write a generator function in a class?

class A {
    * values() {
        yield "a value";
        yield* [1, 2, 3, 4, 5];
    }
}

is syntactically correct. It works. You’re welcome and now dismissed.