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V-Lab

US Dollar to 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 8th, 2026

1 Day

-0.00%

decreased by 3.24%

1 Week

0.32%

decreased by 2.92%

1 Month

0.35%

decreased by 2.89%

Analysis last updated: Sunday, June 7, 2026 at 01:51 PM UTC

Date Range:

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graph of US Dollar to Japanese Yen MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time