The Atmospheric Pressure Glow Discharge (APGD) is a relatively simple and versatile plasma source used in diverse applications. Stable APGD operation at high currents, generally a challenge due to instabilities leading to glow-to-arc transition, has been demonstrated using actively-controlled cathodic cooling. This article presents the computational modelling and simulation of a self-sustained direct-current APGD in helium within a 10 mm pin-to-plate inter-electrode gap for currents ranging from 4 to 40 mA. The APGD model is comprised of the conservation equations for total mass, chemical species, momentum, thermal energy of heavy-species and of free electrons, and electric charge. The model equations are discretized using a nonlinear Variational Multi-Scale Finite Element Method that has demonstrated superior accuracy in other plasma flow problems, on a temporal and three-dimensional computational domain suitable to unveil the potential occurrence of instabilities. Modelling results show good agreement with experimental measurements of voltage drop and the same trend but higher values of temperature. The higher temperatures obtained by the simulations appear to be due to the absence of a near-cathode heat dissipation model. The results also reveal that the distribution of electron density and of the ratio of atomic helium ions to total ions transitions from monotonically increasing away from the cathode to presenting a minimum near the centre of the gap with increasing current.