Norwegian Krone GARCH Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
8.27%
increased by 0.37%
1 Week
8.29%
increased by 0.39%
1 Month
8.35%
increased by 0.45%
Analysis last updated: Wednesday, June 17, 2026 at 09:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 14.99 | |
| 0.0294 | 26.13 | |
| 0.9649 | 763.95 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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