V-Lab: Danish Krone Spline-GARCH Volatility Analysis

V-Lab

Danish Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:6.24% (-0.06%)

Analysis last updated: Thursday, July 10, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8633	5.52
$α$	0.0252	8.77
$β$	0.9730	319.53
$γ_{1}$	-0.0006	-0.86

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts