V-Lab: Danish Krone GARCH Volatility Analysis

V-Lab

Danish Krone GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:7.31% (+0.01%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.49
$α$	0.0261	36.50
$β$	0.9724	1,319.45

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts