Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:5.91% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9056 | 6.50 | |
| 0.0249 | 8.78 | |
| 0.9731 | 320.31 | |
| -0.0000 | -0.25 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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