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V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:4.87% (-0.06%)
Analysis last updated: Sunday, November 16, 2025 at 01:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000511.64
α0.026336.59
β0.97221,311.96
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts