V-Lab
V-Lab
Swedish Krona GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:8.95% (-0.13%)

Analysis last updated: Sunday, May 5, 2024 at 01:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swedish Krona GARCH
paramt-stat
ω0.001913.85
α0.028424.76
β0.9662721.06
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts