Danish Krone EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:8.01% (+0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0814 | -0.32 | |
| 0.0137 | 0.21 | |
| 0.9099 | 4.28 | |
| 0.0540 | 1.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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