V-Lab: Japanese Yen MF2-GARCH Volatility Analysis

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V-Lab

Japanese Yen MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:-0.00% (-3.74%)

Analysis last updated: Wednesday, November 12, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7361	7,360,710.00
$β$	0.0139	139,290.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	3.4513	24.52
$λ_{2}$	0.6265	22.02
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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