Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
5.00%
decreased by 0.06%
1 Week
5.01%
decreased by 0.05%
1 Month
5.06%
decreased by 0.00%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9821 | 7.49 | |
| 0.0256 | 8.90 | |
| 0.9720 | 307.87 | |
| 0.0000 | 0.33 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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