V-Lab
V-Lab
Swedish Krona GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:9.16% (+0.01%)

Analysis last updated: Thursday, April 25, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swedish Krona GARCH
paramt-stat
ω0.001913.86
α0.028424.78
β0.9662721.03
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts