Danish Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.66%
decreased by 0.05%
1 Week
4.67%
decreased by 0.04%
1 Month
4.73%
increased by 0.02%
Analysis last updated: Sunday, June 14, 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 | |
|---|---|---|
| 0.9913 | 7.60 | |
| 0.0257 | 8.89 | |
| 0.9719 | 306.49 | |
| 0.0001 | 0.42 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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