Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:7.14% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 14.24 | |
| 0.0102 | 2.79 | |
| 0.9901 | 694.33 | |
| -0.0102 | -2.85 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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