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

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V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:10.27% (+0.32%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4982	4.68
$α$	0.0213	67.43
$β$	0.9973	1743.50
$ν$	3	41.48

Estimation Period:
Jan 2, 1990 to Dec 20, 2024