Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:10.26% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1742 | 4.13 | |
| 0.1166 | 5.55 | |
| 0.5707 | 9.09 | |
| -0.0897 | -5.73 |
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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