V-Lab: Norwegian Krone APARCH Volatility Analysis

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:8.66% (-0.04%)

Analysis last updated: Friday, September 22, 2023 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.53
$α$	0.0323	24.47
$β$	0.9650	737.77
$γ$	-0.0871	-5.24
$δ$	1.7823	32.04

Estimation Period:
Jan 2, 1990 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts