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{name} Model Equation

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Param	Value	t-stat
ωconst	-0.0009	-0.40
αARCH	0.0802	6.09***
βGARCH	0.9918	435.56***
γleverage	0.0091	0.79

Parameter	Value	t-statistic
ω const Unconditional variance weight	-0.0009	-0.40
α ARCH Response to squared shocks	0.0802	6.09***
β GARCH Volatility persistence	0.9918	435.56***
γ leverage Additional response to negative shocks	0.0091	0.79

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Norwegian Krone EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other Norwegian Krone Analyses