Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
4.96%
decreased by 0.06%
1 Week
4.97%
decreased by 0.05%
1 Month
5.03%
increased by 0.01%
Analysis last updated: Monday, July 6, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9830 | 7.52 | |
| 0.0256 | 8.90 | |
| 0.9720 | 308.57 | |
| 0.0001 | 0.34 |
Estimation Period:
Jan 2, 1990 to Jul 3, 2026
Jan 2, 1990 to Jul 3, 2026
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