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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:10.15% (-0.08%)

Analysis last updated: Monday, June 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4974	4.64
$α$	0.0211	67.12
$β$	0.9973	1,704.71
$ν$	3.0663	40.63

Estimation Period:
Jan 2, 1990 to Jun 27, 2025