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V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:125.28% (-1.89%)
Analysis last updated: Wednesday, February 11, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone SGARCH
paramt-stat
ω0.83464.81
α0.04134.41
β0.954494.09
γ1-0.0551-1.06
γ20.07460.93
γ3-0.0231-0.40
γ40.00460.08
γ50.00590.10
γ6-0.0312-0.59
γ70.05050.80
γ8-0.0346-0.44
γ9-0.2129-0.77
γ101.08211.04
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts