V-Lab
V-Lab
US Dollar to Norwegian Krone AGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:9.60% (-0.15%)

Analysis last updated: Sunday, May 5, 2024 at 01:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Norwegian Krone AGARCH
paramt-stat
ω0.001913.39
α0.029225.44
β0.9654761.36
γ-0.0604-4.50
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts