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

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Danish Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, November 27th, 2025:5.65% (+0.24%)

Analysis last updated: Wednesday, November 26, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4347	9.20
$α$	0.0213	77.28
$β$	0.9990	10,627.66
$ν$	3.1954	127.69

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