V-Lab: Danish Krone GAS-GARCH Student T Volatility Analysis

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V-Lab

Danish Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:5.81% (+0.20%)

Analysis last updated: Thursday, April 18, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4408	9.30
$α$	0.0218	75.81
$β$	0.9990	10627.66
$ν$	3	125.45

Estimation Period:
Jan 2, 1990 to Apr 12, 2024