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 Monday, December 8th, 2025:5.14% (-0.10%)

Analysis last updated: Friday, December 5, 2025 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4336	9.19
$α$	0.0214	77.40
$β$	0.9990	10,627.66
$ν$	3.1930	128.57

Estimation Period:
Jan 2, 1990 to Dec 5, 2025