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V-Lab

Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:87.39% (-0.81%)
Analysis last updated: Tuesday, February 24, 2026 at 07:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Danish Krone SGARCH
paramt-stat
ω0.81083.10
α0.03304.98
β0.9633137.97
γ1-0.0573-0.97
γ20.07570.85
γ3-0.0401-0.64
γ40.02660.42
γ50.02960.52
γ6-0.0968-1.90
γ70.12542.19
γ8-0.1145-1.79
γ9-0.0582-0.24
γ100.76090.84
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts