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V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:95.36% (-1.11%)
Analysis last updated: Friday, February 20, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone SGARCH
paramt-stat
ω0.83625.06
α0.03715.14
β0.9588126.72
γ1-0.0567-1.10
γ20.07570.96
γ3-0.0223-0.39
γ40.00490.08
γ50.00440.08
γ6-0.0284-0.54
γ70.04530.72
γ8-0.0231-0.29
γ9-0.1792-0.72
γ100.87900.98
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts