V-Lab
V-Lab
Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:5.95% (-0.06%)

Analysis last updated: Thursday, June 1, 2023 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone S0GARCH
paramt-stat
ω0.87535.86
α0.02528.77
β0.9731318.01
γ1-0.0001-0.40
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts