Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:4.61% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9517 | 7.12 | |
| 0.0253 | 8.81 | |
| 0.9724 | 311.78 | |
| 0.0000 | 0.12 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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