Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:9.10% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 1.17 | |
| 0.0283 | 0.88 | |
| 0.8862 | 10.09 | |
| -0.0283 | -0.88 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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