V-Lab: Danish Krone GJR-GARCH Volatility Analysis

V-Lab

Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:6.32% (-0.06%)

Analysis last updated: Tuesday, July 8, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.17
$α$	0.0289	19.46
$β$	0.9733	1,351.75
$γ$	-0.0071	-2.98

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts