V-Lab: Swedish Krona GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Swedish Krona GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:9.27% (-0.06%)

Analysis last updated: Friday, May 3, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.13
$α$	0.0350	18.68
$β$	0.9681	797.41
$γ$	-0.0175	-7.55

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts