V-Lab: Norwegian Krone EGARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone EGARCH Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:9.06% (-0.10%)

Analysis last updated: Tuesday, September 17, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	-0.0005	-1.00
$α$	0.0796	23.55
$β$	0.9920	1740.44
$γ$	0.0126	4.64

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts