V-Lab: Danish Krone AGARCH Volatility Analysis

V-Lab

Danish Krone AGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:7.11% (+0.83%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.70
$α$	0.0274	41.94
$β$	0.9709	1,482.36
$γ$	-0.0590	-6.05

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts