Danish Krone GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 29th, 2026
1 Day
5.01%
increased by 0.09%
1 Week
5.03%
increased by 0.11%
1 Month
5.09%
increased by 0.17%
Analysis last updated: Thursday, May 28, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 12.08 | |
| 0.0295 | 19.88 | |
| 0.9728 | 1,353.00 | |
| -0.0076 | -3.20 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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