Danish Krone Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
5.88%
decreased by 0.08%
1 Week
5.88%
decreased by 0.08%
1 Month
5.89%
decreased by 0.07%
Analysis last updated: Friday, April 3, 2026 at 08:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8928 | 5.93 | |
| 0.0256 | 8.92 | |
| 0.9722 | 314.74 | |
| -0.0005 | -0.89 |
Estimation Period:
Jan 2, 1990 to Apr 3, 2026
Jan 2, 1990 to Apr 3, 2026
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