Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
6.23%
decreased by 0.06%
1 Week
6.24%
decreased by 0.05%
1 Month
6.28%
decreased by 0.01%
Analysis last updated: Friday, April 10, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.31 | |
| 0.0295 | 19.81 | |
| 0.9727 | 1,345.36 | |
| -0.0074 | -3.10 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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