V-Lab: Norwegian Krone EGARCH Volatility Analysis

V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:7.77% (-0.02%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0007	-1.35
$α$	0.0792	23.30
$β$	0.9919	1,730.99
$γ$	0.0095	3.24

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts