V-Lab
V-Lab
Danish Krone GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 16th, 2025:6.11% (-0.08%)
Analysis last updated: Tuesday, July 15, 2025 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone GARCH
paramt-stat
ω0.000511.69
α0.026336.51
β0.97221,310.21
Estimation Period:
Jan 2, 1990 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts