Danish Krone AGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:5.76% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.54 | |
| 0.0280 | 42.46 | |
| 0.9704 | 1,468.08 | |
| -0.0571 | -5.93 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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