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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0004	2.94***
αARCH	0.0295	4.97***
βGARCH	0.9728	339.31***
γleverage	-0.0074	-0.78

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	2.94***
α ARCH Response to squared shocks	0.0295	4.97***
β GARCH Volatility persistence	0.9728	339.31***
γ leverage Additional response to negative shocks	-0.0074	-0.78

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Danish Krone GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Danish Krone Analyses