Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:4.81% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4315 | 9.16 | |
| 0.0215 | 77.65 | |
| 0.9990 | 10,627.66 | |
| 3.2012 | 127.26 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
Other Danish Krone Analyses
Other GAS-GARCH Student T Analyses on Currencies