V-Lab: Danish Krone GJR-GARCH Volatility Analysis

V-Lab

Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.83% (+0.15%)

Analysis last updated: Friday, May 9, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	11.97
$α$	0.0287	19.28
$β$	0.9733	1,357.50
$γ$	-0.0067	-2.76

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts