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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7248 | 7,248,120.00 | |
| 0.0252 | 251,880.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.0422 | 22.56 | |
| 0.7596 | 18.90 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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