V-Lab: Japanese Yen MF2-GARCH Volatility Analysis

V-Lab

Japanese Yen MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:3.13% (-7.60%)

Analysis last updated: Friday, July 11, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7197	7,197,260.00
$β$	0.0303	302,740.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.4340	18.42
$λ_{2}$	0.9225	15.86
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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