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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, April 13th, 2026

1 Day

1.41%

decreased by 4.58%

1 Week

2.51%

decreased by 3.48%

1 Month

4.95%

decreased by 1.04%

Analysis last updated: Friday, April 10, 2026 at 07:04 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