Danish Krone AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
5.58%
increased by 0.06%
1 Week
5.59%
increased by 0.07%
1 Month
5.64%
increased by 0.12%
Analysis last updated: Friday, May 8, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.09 | |
| 0.0280 | 42.72 | |
| 0.9703 | 1,470.15 | |
| -0.0566 | -5.90 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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