Danish Krone GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
5.46%
increased by 0.15%
1 Week
5.47%
increased by 0.16%
1 Month
5.52%
increased by 0.21%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 11.87 | |
| 0.0266 | 37.27 | |
| 0.9718 | 1,313.26 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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