Danish Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:6.40% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4367 | 9.21 | |
| 0.0212 | 77.20 | |
| 0.9990 | 10,741.94 | |
| 3.1972 | 126.90 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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