Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:5.11% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8659 | 5.59 | |
| 0.0251 | 8.75 | |
| 0.9730 | 319.33 | |
| -0.0006 | -0.92 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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