Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:6.82% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4399 | 9.18 | |
| 0.0215 | 77.77 | |
| 0.9990 | 10,741.94 | |
| 3.2065 | 125.27 |
Estimation Period:
Jan 2, 1990 to Mar 14, 2026
Jan 2, 1990 to Mar 14, 2026
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