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V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:5.42% (-0.01%)
Analysis last updated: Wednesday, October 29, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000511.64
α0.026136.44
β0.97231,315.76
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts