V-Lab: Norwegian Krone APARCH Volatility Analysis

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:6.75% (-0.05%)

Analysis last updated: Friday, November 28, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0023	14.11
$α$	0.0310	24.99
$β$	0.9656	774.37
$γ$	-0.0568	-3.11
$δ$	1.8333	33.48

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts