V-Lab: Swedish Krona APARCH Volatility Analysis

V-Lab

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V-Lab

Swedish Krona APARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:8.92% (+0.16%)

Analysis last updated: Friday, May 17, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.14
$α$	0.0296	22.23
$β$	0.9683	747.75
$γ$	-0.1985	-12.26
$δ$	1.6522	39.02

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts