Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.28% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4487 | 9.24 | |
| 0.0214 | 78.14 | |
| 0.9990 | 10,741.94 | |
| 3.1378 | 136.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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