V-Lab: Danish Krone MF2-GARCH Volatility Analysis

V-Lab

Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:0.00% (-5.67%)

Analysis last updated: Friday, July 11, 2025 at 07:07 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
$β$	0.0012	11,970.00
$γ$	-0.0024	-23,740.00
$λ_{1}$	0.5927	24.77
$λ_{2}$	0.9359	81.86
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

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Volatility Forecasts

Volatility Forecasts