V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 19th, 2025:6.22% (-0.03%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000411.08
α0.025637.22
β0.97291364.54
Estimation Period:
Jan 2, 1990 to Feb 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts