Danish Krone EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
5.06%
decreased by 0.08%
1 Week
5.11%
decreased by 0.03%
1 Month
5.30%
increased by 0.16%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.38 | |
| 0.0652 | 35.42 | |
| 0.9960 | 4,311.65 | |
| 0.0069 | 4.30 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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