Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
5.48%
unchanged at 0.00%
1 Week
5.49%
increased by 0.01%
1 Month
5.54%
increased by 0.06%
Analysis last updated: Tuesday, June 23, 2026 at 07:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.14 | |
| 0.0295 | 19.96 | |
| 0.9728 | 1,353.02 | |
| -0.0077 | -3.24 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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