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V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.53% (-1.04%)
Analysis last updated: Friday, February 20, 2026 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone S0GARCH
paramt-stat
ω0.83122.02
α0.04863.94
β0.950471.46
γ1-0.0204-0.14
γ20.00120.01
γ30.00140.01
γ40.03330.40
γ50.00120.02
γ6-0.0649-0.93
γ70.11871.38
γ8-0.5186-1.55
γ91.32391.51
γ10-1.3410-1.54
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts