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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, August 1st, 2025:8.98% (+0.34%)

Analysis last updated: Thursday, July 31, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4936	4.60
$α$	0.0211	67.10
$β$	0.9972	1,670.40
$ν$	3.0627	40.23

Estimation Period:
Jan 2, 1990 to Jul 25, 2025