V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Thursday, March 23rd, 2023:7.65% (+0.01%)

Analysis last updated: Wednesday, March 22, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000410.75
α0.026436.48
β0.97231303.34
Estimation Period:
Jan 2, 1990 to Mar 17, 2023
Impact of return on volatility tomorrow
Volatility Forecasts