Swedish Krona MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
9.75%
increased by 3.19%
1 Week
4,647,739,811.99%
increased by 4,647,739,805.43%
1 Month
2,931,354,430,975,551,500,000,000,000,000,000,000,000,000,000.00%
increased by 2,931,354,430,975,551,500,000,000,000,000,000,000,000,000,000.00%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0345 | 0.88 | |
| 0.9642 | 12.44 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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