V-Lab: Norwegian Krone APARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:11.76% (-0.21%)

Analysis last updated: Sunday, January 29, 2023, 01:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0025	13.51
$α$	0.0328	24.36
$β$	0.9646	727.99
$γ$	-0.0902	-5.36
$δ$	1.7740	31.92

Estimation Period:
Jan 2, 1990 to Jan 28, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts