Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.38% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9968 | 3.25 | |
| 0.0559 | 3.68 | |
| 0.9420 | 56.62 | |
| -0.0290 | -0.37 | |
| 0.0212 | 0.18 | |
| -0.0031 | -0.04 | |
| 0.0170 | 0.23 | |
| 0.0195 | 0.29 | |
| -0.0803 | -1.30 | |
| 0.1345 | 1.76 | |
| -0.6752 | -1.72 | |
| 1.7564 | 1.64 | |
| -1.7719 | -1.66 |
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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