V-Lab: Norwegian Krone EGARCH Volatility Analysis

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V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Friday, December 19th, 2025:6.66% (-0.13%)

Analysis last updated: Thursday, December 18, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0006	-1.21
$α$	0.0791	23.48
$β$	0.9920	1,762.06
$γ$	0.0094	3.22

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts