V-Lab: Norwegian Krone APARCH Volatility Analysis

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Friday, October 31st, 2025:6.67% (-0.08%)

Analysis last updated: Thursday, October 30, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	14.14
$α$	0.0310	25.00
$β$	0.9656	771.88
$γ$	-0.0590	-3.21
$δ$	1.8265	33.34

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts