Norwegian Krone GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.41% (0.00%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0021 | 14.71 | |
0.0292 | 25.60 | |
0.9652 | 759.98 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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