Danish Krone GARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.05% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.02 | |
| 0.0266 | 37.03 | |
| 0.9719 | 1,308.02 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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