V-Lab: Danish Krone GJR-GARCH Volatility Analysis

V-Lab

Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:9.81% (-0.13%)

Analysis last updated: Friday, April 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.00
$α$	0.0288	19.22
$β$	0.9732	1,342.30
$γ$	-0.0064	-2.62

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts