V-Lab: Norwegian Krone APARCH Volatility Analysis

V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:8.45% (-0.11%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	14.09
$α$	0.0312	24.95
$β$	0.9656	766.38
$γ$	-0.0578	-3.13
$δ$	1.8194	33.12

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts