Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
6.46%
increased by 0.22%
1 Week
6.47%
increased by 0.23%
1 Month
6.51%
increased by 0.27%
Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4378 | 9.16 | |
| 0.0215 | 78.12 | |
| 0.9990 | 10,741.94 | |
| 3.2061 | 125.15 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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