Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:6.09% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4355 | 9.21 | |
| 0.0213 | 77.06 | |
| 0.9990 | 10,627.66 | |
| 3.1975 | 127.09 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
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