Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
6.81%
decreased by 0.02%
1 Week
6.82%
decreased by 0.01%
1 Month
6.86%
increased by 0.03%
Analysis last updated: Friday, April 10, 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 | |
|---|---|---|
| 0.4408 | 9.18 | |
| 0.0215 | 77.97 | |
| 0.9990 | 10,741.94 | |
| 3.2029 | 125.68 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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