Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
5.84%
increased by 0.09%
1 Week
5.86%
increased by 0.11%
1 Month
5.91%
increased by 0.16%
Analysis last updated: Monday, May 25, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4347 | 9.14 | |
| 0.0215 | 78.08 | |
| 0.9990 | 10,627.66 | |
| 3.2082 | 124.92 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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