Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:8.28% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4859 | 4.59 | |
| 0.0210 | 67.21 | |
| 0.9972 | 1,662.05 | |
| 3.0795 | 39.14 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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