V-Lab: Norwegian Krone AGARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:10.14% (+0.37%)

Analysis last updated: Friday, April 19, 2024 at 07:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0019	13.29
$α$	0.0292	25.45
$β$	0.9654	761.34
$γ$	-0.0613	-4.55

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts