Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:10.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2177 | 0.30 | |
| 0.0117 | 0.20 | |
| 0.5252 | 0.34 | |
| -0.0117 | -0.20 |
Estimation Period:
Jan 2, 1990 to Jan 30, 2026
Jan 2, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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