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V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:93.38% (-2.23%)
Analysis last updated: Sunday, February 8, 2026 at 02:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone S0GARCH
paramt-stat
ω0.99683.25
α0.05593.68
β0.942056.62
γ1-0.0290-0.37
γ20.02120.18
γ3-0.0031-0.04
γ40.01700.23
γ50.01950.29
γ6-0.0803-1.30
γ70.13451.76
γ8-0.6752-1.72
γ91.75641.64
γ10-1.7719-1.66
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts