Danish Krone AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:5.34% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.76 | |
| 0.0275 | 41.96 | |
| 0.9708 | 1,477.64 | |
| -0.0582 | -5.99 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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