V-Lab: Norwegian Krone APARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:10.01% (-0.13%)

Analysis last updated: Monday, April 15, 2024 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	13.60
$α$	0.0321	24.81
$β$	0.9653	753.58
$γ$	-0.0886	-5.39
$δ$	1.7794	31.96

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts