V-Lab: Norwegian Krone EGARCH Volatility Analysis

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V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:12.02% (-0.34%)

Analysis last updated: Friday, January 27, 2023, 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0004	-0.73
$α$	0.0813	23.43
$β$	0.9920	1707.37
$γ$	0.0129	4.67

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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Volatility Forecasts

Volatility Forecasts