Norwegian Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:95.36% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8362 | 5.06 | |
| 0.0371 | 5.14 | |
| 0.9588 | 126.72 | |
| -0.0567 | -1.10 | |
| 0.0757 | 0.96 | |
| -0.0223 | -0.39 | |
| 0.0049 | 0.08 | |
| 0.0044 | 0.08 | |
| -0.0284 | -0.54 | |
| 0.0453 | 0.72 | |
| -0.0231 | -0.29 | |
| -0.1792 | -0.72 | |
| 0.8790 | 0.98 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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