Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
5.50%
decreased by 0.07%
1 Week
5.51%
decreased by 0.06%
1 Month
5.57%
increased by 0.00%
Analysis last updated: Monday, June 8, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4317 | 9.12 | |
| 0.0214 | 77.96 | |
| 0.9990 | 10,627.64 | |
| 3.2116 | 124.17 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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