V-Lab: Danish Krone Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:7.06% (-0.07%)

Analysis last updated: Friday, August 29, 2025 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8865	6.18
$α$	0.0249	8.80
$β$	0.9733	324.01
$γ_{1}$	-0.0001	-0.39

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts