V-Lab: Norwegian Krone APARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:9.40% (-0.12%)

Analysis last updated: Tuesday, April 23, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.58
$α$	0.0320	24.81
$β$	0.9654	753.60
$γ$	-0.0880	-5.36
$δ$	1.7810	31.95

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts