Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:5.35% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9153 | 6.64 | |
| 0.0250 | 8.77 | |
| 0.9730 | 318.18 | |
| -0.0000 | -0.17 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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