Effects include the System Effects (Reverb and Chorus), the Insertion Effects, the Master Effects.
The Filter is not, technically speaking, an Effect. It is a part of the synth engine.

Think of the Synth engine as the Oscillators (Pitch), the Filters (Timbre), and the Amplifier (Loudness). These all can be influenced by the LFOs (Low Frequency Oscillators) to provide vibrato (Oscillator), wah-wah (Filter) and tremolo (Amplitude). These are not “effects” per se, but a part of the synth engine. The Effects block are a separate component.

When you are a Sequencer Mode on your MOXF (that’s either Song or Pattern Mode) you can edit the Synth by
Press [MIXING]
Press [EDIT]
Press a button [1]~[16] to select the Synth Part you wish to EDIT
Use the [F] and [SF] buttons under the screen to navigate to the various areas of the Synth.
You can drop into deep Voice Edit (VCE ED) by pressing the [Function] button labeled “Vce Ed”

Please see the following for additional help:
MOXF6/MOXF8 REFERENCE MANUAL page 114-127 “Mixing Mode”

While in EDIT, press [COMMON] to find things like the System Effects, Master Effect, Master EQ.

You do not “see” changes, you will hear the changes.

I can hear the changes. But I actually want to see the values for cutoff, resonance, etc. and how they are changing during playback so I can learn how they did it and reproduce it. Is that viewable?

Again, You do not “see” changes, you will hear the changes.

“Cutoff” - when you turn the knob labeled “Cutoff” the thing to know is you are not actually manipulating a particular Filter...
Here’s what I mean: the “normal” MOXF Voice (sample-based AWM2 Engine) has potentially eight Oscillators (An Oscillator-Filter-Amplifier makes up what Yamaha calls an Element). Each of the eight Oscillators has their own Filter. Unlike many analog synths where all the oscillators run through the same filter, here you can have more detail - as each Element is like a complete synthesizer structure on its own.

Element 1 might have a 24dB/oct LPF, Element 2 might have a 12dB/oct HPF, Element 3, might have a BPF, Element 4 might have no filter at all ("Thru" ), and so on. Point being, they each could be different.

When you move the front panel "Cutoff" Frequency Knob, you are applying an “offset” to all of the active filters. Raising the Knob clockwise from the 12 o’clock position adds values to the cutoff frequency, turning it counterclockwise subtracts values from the stored cutoff frequency.

I purposefully gave an example where Element 4 had no filter (“thru” ), because the “Cutoff” Knob will do nothing to that Element (it doesn’t have a filter to OFFSET). That's why I say you are not actually manipulating a particular Filter... you are applying an OFFSET value (add/subtracting) from all Active Filters in that Element.

Each drum Key in a MOXF “drum kit” Voice has its own filters LPF/HPF (73 Keys). They are not as extensive or controllable as the “normal” instrument Element Filters (they do not have to be as Drum and Percussion sounds are so very quick in nature... but you are applying an Offset to all 73 Key’s filters with the Cutoff Knob.

In both “normal” and “drum kit” Voices the “Cutoff” Knob simply adds/subtracts to the original settings of the resident filters.

The number values do not change in the screen to illustrate each filter moving. (That is what you are asking about). That would require a bit more graphic muscle and would be a tremendous drain on resources for what you can clearly hear (and don’t really need to see). That said, if you want to see, hear and learn about them, I highly recommend downloading and installing the (free) “Yamaha MOXF6/MOXF8 Editor Standalone/VST”.

Now, you can on the MOXF front panels, drop down into Editing the ELEMENT itself. And actually edit the Element's Filter directly instead of just OFFSETTING. This is where you really learn about what it is responsible for, and how it works within the overall sound. With the Editor you will be able to manipulate the Filter's parameter directly and see the results on your computer screen.
From VOICE mode
Press [EDIT]
Press [1] to view Element 1 parameters
Press [F3] Filter
Press [SF1] Type

If you highlight the Cutoff here, and move the setting, the computer editor's graphic will respond giving you the visual feedback you seek.

This becomes a 1:1 (Graphic User Interface) representative of the MOXF that you can manipulate on your computer screen. And when the EDITOR is "ONLINE" any changes made to the Editor are immediately reflected in the hardware MOXF, and vice versa, any changes to the hardware immediately appear in the Editor. You can hear and see (and learn about) how the filters work within the Elements. You can isolate an Element and play around with the Filter parameters... a great way to learn.

Shown in the attachment is Single Element String orchresta sound “Ens Mix” - basically the engine String orchestra in a single stereo sample. Just one Element, making it easy to know what you hearing when you change parameters.

Screenshot 1 below: shows the Overview of the VOICE Editor screen for "Ens Mix"
Screenshot 2: show a closeup of the FILTER. Left side is low frequencies, and you go up the scale as you travel right in the graphic. Above the line will cause a 'resonance' peak, below the line is the filter removing causing lower level.
Screenshot 3: you can place the mouse on the Cutoff Frequency and 'turn the knob' - the graphic will show you how this looks to "open the filter" (being a low pass filter - this means more as you raise the knob you allow more high frequencies to pass. A Low Pass Filter normally allows LOW FREQ to PASS, and blocks the high frequencies.
Screenshot 4: I have 'opened' the filter by turning the knob, the graphic will reflect what you are hearing.

The Editor offers a lot in terms of a great learning tool. Click on the HELP and read through the 50 or 60 page manual - worth the investment.
If you have specific questions, please, post back here.

Hope that helps.