V-Lab: Norwegian Krone EGARCH Volatility Analysis

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V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:8.78% (0.00%)

Analysis last updated: Friday, September 22, 2023 at 07:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0005	-0.86
$α$	0.0807	23.34
$β$	0.9920	1725.24
$γ$	0.0125	4.54

Estimation Period:
Jan 2, 1990 to Sep 22, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts