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 Thursday, November 6th, 2025:6.19% (-0.05%)

Analysis last updated: Wednesday, November 5, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4367	9.21
$α$	0.0212	77.20
$β$	0.9990	10,741.94
$ν$	3.1972	126.90

Estimation Period:
Jan 2, 1990 to Oct 31, 2025