V-Lab
V-Lab
Norwegian Krone GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:11.16% (+0.67%)

Analysis last updated: Thursday, June 1, 2023 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone GARCH
paramt-stat
ω0.002014.06
α0.030124.86
β0.9646724.72
Estimation Period:
Jan 2, 1990 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts