Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.53% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8312 | 2.02 | |
| 0.0486 | 3.94 | |
| 0.9504 | 71.46 | |
| -0.0204 | -0.14 | |
| 0.0012 | 0.01 | |
| 0.0014 | 0.01 | |
| 0.0333 | 0.40 | |
| 0.0012 | 0.02 | |
| -0.0649 | -0.93 | |
| 0.1187 | 1.38 | |
| -0.5186 | -1.55 | |
| 1.3239 | 1.51 | |
| -1.3410 | -1.54 |
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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