Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.13% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7820 | 1.94 | |
| 0.0419 | 4.26 | |
| 0.9566 | 86.66 | |
| -0.0219 | -0.17 | |
| 0.0082 | 0.04 | |
| -0.0007 | -0.01 | |
| 0.0211 | 0.27 | |
| 0.0163 | 0.24 | |
| -0.0747 | -1.10 | |
| 0.1259 | 1.46 | |
| -0.4309 | -1.50 | |
| 1.0355 | 1.41 | |
| -1.0389 | -1.44 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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