V-Lab: Swedish Krona MF2-GARCH Volatility Analysis

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V-Lab

Swedish Krona MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:8.41% (-16.18%)

Analysis last updated: Friday, May 17, 2024 at 07:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7500	7499900.00
$β$	0.0000	100.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.2659	203.77
$λ_{2}$	0.2347	1364.28
$λ_{3}$	0.2510	312.95

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

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