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

V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:7.27% (-0.07%)

Analysis last updated: Monday, August 11, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8834	6.11
$α$	0.0249	8.81
$β$	0.9733	324.10
$γ_{1}$	-0.0001	-0.42

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts