V-Lab
V-Lab
Norwegian Krone GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 1st, 2025:8.41% (-0.08%)
Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone GARCH
paramt-stat
ω0.002114.69
α0.029225.44
β0.9653757.67
Estimation Period:
Jan 2, 1990 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts