V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Thursday, October 5th, 2023:6.07% (-0.07%)

Analysis last updated: Wednesday, October 4, 2023 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000410.82
α0.026336.57
β0.97241310.45
Estimation Period:
Jan 2, 1990 to Sep 29, 2023
Impact of return on volatility tomorrow
Volatility Forecasts