V-Lab: Danish Krone GJR-GARCH Volatility Analysis

V-Lab

Danish Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:6.86% (-0.08%)

Analysis last updated: Monday, June 30, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	12.09
$α$	0.0288	19.42
$β$	0.9733	1,355.61
$γ$	-0.0070	-2.93

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts