US Dollar to Danish Krone AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
5.11%
increased by 0.24%
1 Week
5.13%
increased by 0.26%
1 Month
5.19%
increased by 0.32%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.27 | |
| 0.0280 | 42.80 | |
| 0.9702 | 1,467.85 | |
| -0.0552 | -5.77 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Currencies