Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:6.40% (+0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.33 | |
| 0.0296 | 19.82 | |
| 0.9726 | 1,335.97 | |
| -0.0074 | -3.08 |
Estimation Period:
Jan 2, 1990 to Mar 20, 2026
Jan 2, 1990 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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