V-Lab: Norwegian Krone AGARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone AGARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:9.46% (-0.14%)

Analysis last updated: Friday, April 26, 2024 at 07:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.31
$α$	0.0292	25.42
$β$	0.9654	760.75
$γ$	-0.0608	-4.52

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts