V-Lab: Danish Krone MF2-GARCH Volatility Analysis

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Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, December 3rd, 2025:0.00% (-3.17%)

Analysis last updated: Tuesday, December 2, 2025 at 07:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0154	26.93
$λ_{2}$	0.9958	86.35
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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