V-Lab: Japanese Yen MF2-GARCH Volatility Analysis

V-Lab

Japanese Yen MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:-0.00% (-5.18%)

Analysis last updated: Friday, July 4, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7214	7,214,430.00
$β$	0.0286	285,570.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.1726	15.36
$λ_{2}$	0.8692	16.00
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts