V-Lab: Danish Krone Spline-GARCH Volatility Analysis

V-Lab

Danish Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:7.38% (+0.01%)

Analysis last updated: Wednesday, June 18, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8423	5.13
$α$	0.0252	8.52
$β$	0.9722	297.22
$γ_{1}$	-0.0032	-2.02
$γ_{2}$	0.0062	1.93

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts