V-Lab: Danish Krone MF2-GARCH Volatility Analysis

V-Lab

Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:-0.00% (-5.02%)

Analysis last updated: Friday, May 9, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	0.1374	12.80
$λ_{2}$	0.4500	31.19
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts