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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 Wednesday, May 13th, 2026

1 Day

7.27%

increased by 1.73%

1 Week

24.32%

increased by 18.78%

1 Month

9,772.79%

increased by 9,767.25%

Analysis last updated: Tuesday, May 12, 2026 at 07:02 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

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