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{name} Model Equation

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Param	Value	t-stat
ωconst	0.4806	1.11
αARCH	0.0214	16.74***
βGARCH	0.9971	383.36***
νDF	3.0739	9.34***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4806	1.11
α ARCH Response to squared shocks	0.0214	16.74***
β GARCH Volatility persistence	0.9971	383.36***
ν DF Student-t tail thickness	3.0739	9.34***

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Norwegian Krone GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Norwegian Krone Analyses