Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:9.70% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4931 | 4.49 | |
| 0.0212 | 67.16 | |
| 0.9972 | 1,587.82 | |
| 3.0515 | 39.12 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
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