US Dollar to Danish Krone EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
4.87%
unchanged at 0.00%
1 Week
4.91%
increased by 0.04%
1 Month
5.10%
increased by 0.23%
Analysis last updated: Friday, June 12, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.45 | |
| 0.0651 | 35.44 | |
| 0.9960 | 4,311.74 | |
| 0.0068 | 4.27 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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