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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4237	2.27**
αARCH	0.0216	19.64***
βGARCH	0.9990	2,628.95***
νDF	3.2013	31.75***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4237	2.27**
α ARCH Response to squared shocks	0.0216	19.64***
β GARCH Volatility persistence	0.9990	2,628.95***
ν DF Student-t tail thickness	3.2013	31.75***

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Danish Krone GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Danish Krone Analyses