Norwegian Krone EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
7.94%
increased by 0.17%
1 Week
8.02%
increased by 0.25%
1 Month
8.35%
increased by 0.58%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0008 | -1.48 | |
| 0.0800 | 24.05 | |
| 0.9918 | 1,746.16 | |
| 0.0090 | 3.11 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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