Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, March 30th, 2026
1 Day
5.91%
decreased by 0.07%
1 Week
5.92%
decreased by 0.06%
1 Month
5.95%
decreased by 0.03%
Analysis last updated: Sunday, March 29, 2026 at 02:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9683 | 7.30 | |
| 0.0257 | 8.89 | |
| 0.9720 | 308.76 | |
| 0.0000 | 0.19 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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