V-Lab: Norwegian Krone EGARCH Volatility Analysis

V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:7.68% (-0.15%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0007	-1.32
$α$	0.0789	23.24
$β$	0.9919	1,734.05
$γ$	0.0095	3.23

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts