V-Lab: US Dollar to Danish Krone MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

US Dollar to Danish Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 11th, 2024:4.03% (-6.26%)

Analysis last updated: Sunday, November 10, 2024 at 01:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	1.0000	9999900.00
$β$	0.0000	100.00
$γ$	0.0000	0.00
$λ_{1}$	1.1896	12.89
$λ_{2}$	0.8823	17.11
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts