Danish Krone MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:7.14% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0102 | 1.30 | |
| 0.9903 | 161.08 | |
| -0.0102 | -1.80 | |
| 0.3149 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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