Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:101.75% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8328 | 3.24 | |
| 0.0347 | 4.47 | |
| 0.9615 | 114.68 | |
| -0.0547 | -0.94 | |
| 0.0733 | 0.83 | |
| -0.0398 | -0.63 | |
| 0.0254 | 0.40 | |
| 0.0308 | 0.54 | |
| -0.0980 | -1.92 | |
| 0.1278 | 2.23 | |
| -0.1199 | -1.90 | |
| -0.0725 | -0.28 | |
| 0.8508 | 0.87 |
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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