Norwegian Krone GARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:5.79% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 14.55 | |
| 0.0293 | 25.85 | |
| 0.9653 | 769.17 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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