Danish Krone GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
5.89%
decreased by 0.08%
1 Week
5.90%
decreased by 0.07%
1 Month
5.94%
decreased by 0.03%
Analysis last updated: Monday, March 30, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.68 | |
| 0.0267 | 37.18 | |
| 0.9717 | 1,306.05 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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