V-Lab
V-Lab
Danish Krone EGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:7.54% (-0.10%)
Analysis last updated: Friday, May 16, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone EGARCH
paramt-stat
ω0.00010.40
α0.064934.68
β0.99594,274.36
γ0.00643.97
Estimation Period:
Jan 2, 1990 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts