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

V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:10.45% (-0.14%)

Analysis last updated: Wednesday, April 16, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8606	5.61
$α$	0.0253	8.78
$β$	0.9732	322.77
$γ_{1}$	-0.0001	-0.61

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts