Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.95% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4320 | 9.17 | |
| 0.0215 | 77.63 | |
| 0.9990 | 10,627.66 | |
| 3.1960 | 128.27 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
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