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{name} Model Equation

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Param	Value	t-stat
ωconst	-0.0008	-0.39
αARCH	0.0802	6.11***
βGARCH	0.9918	438.08***
γleverage	0.0091	0.80

Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0008	-0.39
α ARCH Response to squared shocks	0.0802	6.11***
β GARCH Volatility persistence	0.9918	438.08***
γ leverage Additional response to negative shocks	0.0091	0.80

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Norwegian Krone EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Norwegian Krone Analyses