When the double helix is denatured by application of heat all the nucleotides do not denature at the same time.
The reason behind this is that the two strands of DNA are held together by the hydrogen bonds that occur between the base pairs.
However, the hydrogen bonding always occurs between A and T and G and C.
Moreover, there are two hydrogen bonds (double bond) that exist between A and T and three hydrogen bonds (triple bond) that exist between G and C.
As the number of hydrogen bonds between G and C are more they require more heat energy to dissociate than A and T base pairs.