V-Lab: Norwegian Krone GARCH Volatility Analysis

V-Lab

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V-Lab

Norwegian Krone GARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:7.96% (+0.06%)

Analysis last updated: Tuesday, January 14, 2025 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0020	14.37
$α$	0.0295	25.27
$β$	0.9651	746.97

Estimation Period:
Jan 2, 1990 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts