V-Lab: Danish Krone Spline-GARCH Volatility Analysis

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V-Lab

Danish Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.07% (-0.03%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8547	5.23
$α$	0.0257	8.71
$β$	0.9724	306.55
$γ_{1}$	-0.0010	-1.26

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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Volatility Forecasts

Volatility Forecasts