Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.14% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9045 | 4.61 | |
| 0.0426 | 4.70 | |
| 0.9556 | 98.91 | |
| -0.0139 | -0.15 | |
| 0.0037 | 0.03 | |
| 0.0136 | 0.18 | |
| -0.0029 | -0.04 | |
| 0.0047 | 0.07 | |
| -0.0303 | -0.46 | |
| 0.0758 | 0.84 | |
| -0.3647 | -1.22 | |
| 0.9231 | 1.24 | |
| -0.9361 | -1.28 |
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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