Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.50% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.75 | |
| 0.0292 | 19.63 | |
| 0.9730 | 1,347.71 | |
| -0.0074 | -3.09 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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