Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
5.35%
decreased by 0.09%
1 Week
5.36%
decreased by 0.08%
1 Month
5.42%
decreased by 0.02%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4332 | 9.13 | |
| 0.0215 | 78.28 | |
| 0.9990 | 10,627.66 | |
| 3.2006 | 126.10 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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