Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:9.84% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0709 | 0.70 | |
| 0.0209 | 0.50 | |
| 0.8130 | 3.28 | |
| -0.0209 | -0.50 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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