Danish Krone APARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
5.23%
decreased by 0.03%
1 Week
5.25%
decreased by 0.01%
1 Month
5.32%
increased by 0.06%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 10.11 | |
| 0.0272 | 27.72 | |
| 0.9728 | 1,288.49 | |
| -0.0788 | -6.00 | |
| 1.8183 | 34.85 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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