V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Monday, November 28th, 2022:10.44% (-0.13%)

Analysis last updated: Friday, November 25, 2022, 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000410.24
α0.026536.57
β0.97231299.82
Estimation Period:
Jan 2, 1990 to Nov 25, 2022
Impact of return on volatility tomorrow
Volatility Forecasts