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V-Lab

Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:101.75% (-1.29%)
Analysis last updated: Monday, February 16, 2026 at 07:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone SGARCH
paramt-stat
ω0.83283.24
α0.03474.47
β0.9615114.68
γ1-0.0547-0.94
γ20.07330.83
γ3-0.0398-0.63
γ40.02540.40
γ50.03080.54
γ6-0.0980-1.92
γ70.12782.23
γ8-0.1199-1.90
γ9-0.0725-0.28
γ100.85080.87
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts