Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
4.78%
decreased by 0.01%
1 Week
4.80%
increased by 0.01%
1 Month
4.86%
increased by 0.07%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.00 | |
| 0.0295 | 19.93 | |
| 0.9728 | 1,352.99 | |
| -0.0076 | -3.19 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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