V-Lab: Danish Krone GJR-GARCH Volatility Analysis

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Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:5.43% (-0.07%)

Analysis last updated: Sunday, November 2, 2025 at 01:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.14
$α$	0.0290	19.56
$β$	0.9733	1,353.73
$γ$	-0.0075	-3.15

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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