V-Lab: Norwegian Krone EGARCH Volatility Analysis

V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:6.99% (-0.05%)

Analysis last updated: Tuesday, September 16, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0007	-1.37
$α$	0.0789	23.35
$β$	0.9919	1,737.12
$γ$	0.0096	3.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts