V-Lab: Danish Krone EGARCH Volatility Analysis

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V-Lab

Danish Krone EGARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:4.57% (+0.01%)

Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	0.28
$α$	0.0647	34.76
$β$	0.9960	4,274.54
$γ$	0.0068	4.21

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts