V-Lab: Norwegian Krone GAS-GARCH Student T Volatility Analysis

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.42% (+0.35%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5003	4.64
$α$	0.0212	67.42
$β$	0.9973	1,701.80
$ν$	3.0510	41.45

Estimation Period:
Jan 2, 1990 to May 9, 2025