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

V-Lab

Danish Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:7.78% (-0.15%)

Analysis last updated: Friday, April 18, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4435	9.27
$α$	0.0215	76.71
$β$	0.9990	10,741.94
$ν$	3.2059	126.39

Estimation Period:
Jan 2, 1990 to Apr 18, 2025