Danish Krone MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 4th, 2026
1 Day
1.89%
decreased by 5.61%
1 Week
2.71%
decreased by 4.79%
1 Month
5.09%
decreased by 2.41%
Analysis last updated: Friday, May 1, 2026 at 07:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.0154 | 2.02 | |
| 0.9994 | 39.70 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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