Danish Krone APARCH Volatility Analysis
Volatility Prediction for Friday, March 6th, 2026:9.12% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0398 | 1.87 | |
| 0.0526 | 7.06 | |
| 0.9181 | 88.27 | |
| -0.9737 | -14.81 | |
| 0.5000 | 1.39 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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