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V-Lab

Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.13% (-0.24%)
Analysis last updated: Thursday, March 12, 2026 at 07:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone S0GARCH
paramt-stat
ω0.78201.94
α0.04194.26
β0.956686.66
γ1-0.0219-0.17
γ20.00820.04
γ3-0.0007-0.01
γ40.02110.27
γ50.01630.24
γ6-0.0747-1.10
γ70.12591.46
γ8-0.4309-1.50
γ91.03551.41
γ10-1.0389-1.44
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts