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V-Lab

Japanese Yen MF2-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, May 4th, 2026

1 Day

9.96%

increased by 1.26%

1 Week

10.76%

increased by 2.06%

1 Month

15.12%

increased by 6.42%

Analysis last updated: Friday, May 1, 2026 at 07:55 PM UTC

Date Range:

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graph of Japanese Yen MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time