Danish Krone AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 7th, 2026
1 Day
5.93%
decreased by 0.07%
1 Week
5.94%
decreased by 0.06%
1 Month
5.98%
decreased by 0.02%
Analysis last updated: Monday, April 6, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.28 | |
| 0.0281 | 42.64 | |
| 0.9702 | 1,463.32 | |
| -0.0551 | -5.76 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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