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V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.14% (-0.98%)
Analysis last updated: Friday, February 20, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone S0GARCH
paramt-stat
ω0.90454.61
α0.04264.70
β0.955698.91
γ1-0.0139-0.15
γ20.00370.03
γ30.01360.18
γ4-0.0029-0.04
γ50.00470.07
γ6-0.0303-0.46
γ70.07580.84
γ8-0.3647-1.22
γ90.92311.24
γ10-0.9361-1.28
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts