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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 Tuesday, July 7th, 2026

1 Day

0.24%

decreased by 1.19%

1 Week

0.40%

decreased by 1.03%

1 Month

0.85%

decreased by 0.58%

Analysis last updated: Monday, July 6, 2026 at 07:12 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