Danish Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:87.39% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8108 | 3.10 | |
| 0.0330 | 4.98 | |
| 0.9633 | 137.97 | |
| -0.0573 | -0.97 | |
| 0.0757 | 0.85 | |
| -0.0401 | -0.64 | |
| 0.0266 | 0.42 | |
| 0.0296 | 0.52 | |
| -0.0968 | -1.90 | |
| 0.1254 | 2.19 | |
| -0.1145 | -1.79 | |
| -0.0582 | -0.24 | |
| 0.7609 | 0.84 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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