V-Lab: Danish Krone EGARCH Volatility Analysis

V-Lab

Danish Krone EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:6.04% (-0.06%)

Analysis last updated: Monday, July 7, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0001	0.27
$α$	0.0647	34.62
$β$	0.9959	4,274.36
$γ$	0.0067	4.17

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts