Danish Krone EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:8.53% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0868 | -0.69 | |
| 0.0387 | 0.76 | |
| 0.9103 | 11.28 | |
| 0.0657 | 1.16 |
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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