Danish Krone EGARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
6.26%
decreased by 0.01%
1 Week
6.31%
increased by 0.04%
1 Month
6.50%
increased by 0.23%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.26 | |
| 0.0652 | 35.35 | |
| 0.9959 | 4,292.81 | |
| 0.0069 | 4.29 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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