V-Lab: US Dollar to Danish Krone MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

US Dollar to Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:0.80% (-4.34%)

Analysis last updated: Sunday, May 5, 2024 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	1.0000	9999900.00
$β$	0.0000	180.00
$γ$	-0.0000	-160.00
$λ_{1}$	1.9157	19156790.00
$λ_{2}$	0.8072	8072210.00
$λ_{3}$	0.0000	100.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts