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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0004	2.22**
αARCH	0.0280	10.73***
βGARCH	0.9704	369.38***
γleverage	-0.0553	-1.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	2.22**
α ARCH Response to squared shocks	0.0280	10.73***
β GARCH Volatility persistence	0.9704	369.38***
γ leverage Additional response to negative shocks	-0.0553	-1.45

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Danish Krone AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Danish Krone Analyses