V-Lab: Norwegian Krone APARCH Volatility Analysis

V-Lab

Norwegian Krone APARCH Volatility Analysis

Volatility Prediction for Wednesday, July 16th, 2025:7.19% (-0.06%)

Analysis last updated: Tuesday, July 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0024	14.14
$α$	0.0313	24.99
$β$	0.9654	763.77
$γ$	-0.0579	-3.15
$δ$	1.8193	33.19

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts