Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:4.97% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.14 | |
| 0.0291 | 19.60 | |
| 0.9732 | 1,349.72 | |
| -0.0074 | -3.10 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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