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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 25th, 2026

1 Day

0.00%

decreased by 3.95%

1 Week

7.83%

increased by 3.88%

1 Month

3,225.02%

increased by 3,221.07%

Analysis last updated: Sunday, May 24, 2026 at 02:04 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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