V-Lab: Danish Krone MF2-GARCH Volatility Analysis

V-Lab

Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 19th, 2025:-0.00% (-1.37%)

Analysis last updated: Friday, May 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	-0.0000	-0.00
$λ_{1}$	8.6933	17.30
$λ_{2}$	0.1288	17.86
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts