V-Lab: Danish Krone GJR-GARCH Volatility Analysis

V-Lab

Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:6.64% (-0.04%)

Analysis last updated: Wednesday, July 30, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.00
$α$	0.0293	19.61
$β$	0.9730	1,345.76
$γ$	-0.0074	-3.07

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts