Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:5.94% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4476 | 9.23 | |
| 0.0214 | 78.41 | |
| 0.9990 | 10,741.94 | |
| 3.1427 | 135.49 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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