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

V-Lab

| |

V-Lab

Danish Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, December 4th, 2024:6.38% (+0.05%)

Analysis last updated: Tuesday, December 3, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4356	9.22
$α$	0.0217	76.05
$β$	0.9990	10627.66
$ν$	3	122.05

Estimation Period:
Jan 2, 1990 to Nov 29, 2024