V-Lab: Norwegian Krone EGARCH Volatility Analysis

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V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:8.03% (+0.02%)

Analysis last updated: Friday, October 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0007	-1.36
$α$	0.0788	23.35
$β$	0.9919	1,743.29
$γ$	0.0096	3.29

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts