Norwegian Krone GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.29% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2661 | 5.32 | |
| 0.0941 | 5.40 | |
| 0.3584 | 5.77 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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