Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:3.85% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8681 | 5.52 | |
| 0.0255 | 8.83 | |
| 0.9725 | 315.53 | |
| -0.0008 | -1.18 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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