Danish Krone AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.72% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 0.29 | |
| 0.0465 | 5.50 | |
| 0.8693 | 132.13 | |
| -0.7569 | -2.28 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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