Danish Krone Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.74%
decreased by 0.05%
1 Week
4.74%
decreased by 0.05%
1 Month
4.77%
decreased by 0.02%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8914 | 5.90 | |
| 0.0257 | 8.92 | |
| 0.9722 | 313.91 | |
| -0.0006 | -1.03 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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