Danish Krone MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.29% (-2.48%)
Parameter Estimates
param | t-stat | |
---|---|---|
26 | ||
1.0000 | 9,999,900.00 | |
0.0000 | 100.00 | |
0.0000 | 0.00 | |
0.0153 | 2.81 | |
1.0000 | 46.67 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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