Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 21st, 2026:156.32% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.77 | |
| 0.0295 | 19.73 | |
| 0.9728 | 1,345.55 | |
| -0.0075 | -3.10 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2026
Jan 2, 1990 to Jan 17, 2026
News Impact Curve
Volatility Forecasts
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