V-Lab
V-Lab
US Dollar to Danish Krone EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:5.67% (+0.33%)

Analysis last updated: Tuesday, November 12, 2024 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Danish Krone EGARCH
paramt-stat
ω0.00020.43
α0.063335.40
β0.99614368.94
γ0.00704.43
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts