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 Tuesday, March 25th, 2025:7.24% (-0.11%)

Analysis last updated: Monday, March 24, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4389	9.22
$α$	0.0216	76.54
$β$	0.9990	10,741.94
$ν$	3.2390	121.31

Estimation Period:
Jan 2, 1990 to Mar 21, 2025