Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.26% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4902 | 4.59 | |
| 0.0211 | 67.09 | |
| 0.9972 | 1,659.28 | |
| 3.0735 | 39.39 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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