Swedish Krona GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
8.48%
decreased by 0.05%
1 Week
8.48%
decreased by 0.05%
1 Month
8.51%
decreased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 14.17 | |
| 0.0355 | 18.91 | |
| 0.9662 | 782.98 | |
| -0.0158 | -6.54 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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