V-Lab
V-Lab
US Dollar to Danish Krone GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:5.37% (-0.07%)

Analysis last updated: Thursday, April 25, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Danish Krone GARCH
paramt-stat
ω0.000410.90
α0.026136.94
β0.97251328.52
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts