Norwegian Krone MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:10.44% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.1165 | 1.03 | |
| 0.5582 | 2.29 | |
| -0.0889 | -0.72 | |
| 0.4932 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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