Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:4.29% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8705 | 5.61 | |
| 0.0253 | 8.78 | |
| 0.9727 | 316.41 | |
| -0.0007 | -1.06 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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