Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
9.60%
increased by 0.13%
1 Week
9.61%
increased by 0.14%
1 Month
9.64%
increased by 0.17%
Analysis last updated: Friday, May 1, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4841 | 4.47 | |
| 0.0214 | 66.35 | |
| 0.9971 | 1,565.35 | |
| 3.0940 | 36.86 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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