Danish Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:4.14% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 11.67 | |
| 0.0294 | 19.66 | |
| 0.9729 | 1,345.68 | |
| -0.0074 | -3.10 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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