V-Lab: Danish Krone MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 19th, 2025:0.99% (-0.30%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	7.7867	196.79
$λ_{2}$	0.0411	484.00
$λ_{3}$	0.5300	1122.98

Estimation Period:
Jan 2, 1990 to Feb 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts