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V-Lab

Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:140.10% (-2.00%)
Analysis last updated: Friday, February 6, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone SGARCH
paramt-stat
ω0.94474.52
α0.03664.08
β0.959697.63
γ1-0.0027-0.04
γ20.00160.02
γ3-0.0142-0.22
γ40.01640.26
γ50.03580.63
γ6-0.1007-1.95
γ70.12912.25
γ8-0.1229-1.96
γ9-0.0896-0.34
γ100.95210.92
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts