Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 6th, 2026
1 Day
5.49%
increased by 0.07%
1 Week
5.50%
increased by 0.08%
1 Month
5.54%
increased by 0.12%
Analysis last updated: Tuesday, May 5, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.17 | |
| 0.0295 | 19.82 | |
| 0.9728 | 1,352.99 | |
| -0.0075 | -3.16 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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