Danish Krone MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:9.06% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0277 | 0.17 | |
| 0.8886 | 0.72 | |
| -0.0277 | -0.17 | |
| 0.3629 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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