Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:7.50% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0019 | 10.73 | |
| 0.0086 | 2.57 | |
| 0.9897 | 574.41 | |
| -0.0086 | -2.62 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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