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 Monday, December 30th, 2024:5.97% (-0.12%)

Analysis last updated: Sunday, December 29, 2024 at 03:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4329	9.21
$α$	0.0216	76.01
$β$	0.9990	10627.66
$ν$	3	122.43

Estimation Period:
Jan 2, 1990 to Dec 27, 2024