Danish Krone GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
6.27%
decreased by 0.06%
1 Week
6.28%
decreased by 0.05%
1 Month
6.31%
decreased by 0.02%
Analysis last updated: Thursday, April 16, 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 | 11.73 | |
| 0.0267 | 37.21 | |
| 0.9717 | 1,307.82 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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