Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.73%
decreased by 0.05%
1 Week
4.74%
decreased by 0.04%
1 Month
4.81%
increased by 0.03%
Analysis last updated: Sunday, June 14, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.00 | |
| 0.0295 | 19.93 | |
| 0.9728 | 1,352.99 | |
| -0.0076 | -3.19 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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