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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, June 15th, 2026

1 Day

1.62%

decreased by 0.06%

1 Week

5.09%

increased by 3.41%

1 Month

995.47%

increased by 993.79%

Analysis last updated: Sunday, June 14, 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

How volatility evolves over time