Danish Krone GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:4.13% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.17 | |
| 0.0265 | 36.92 | |
| 0.9719 | 1,309.89 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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