Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:140.10% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9447 | 4.52 | |
| 0.0366 | 4.08 | |
| 0.9596 | 97.63 | |
| -0.0027 | -0.04 | |
| 0.0016 | 0.02 | |
| -0.0142 | -0.22 | |
| 0.0164 | 0.26 | |
| 0.0358 | 0.63 | |
| -0.1007 | -1.95 | |
| 0.1291 | 2.25 | |
| -0.1229 | -1.96 | |
| -0.0896 | -0.34 | |
| 0.9521 | 0.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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