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 Tuesday, March 11th, 2025:8.06% (-0.16%)

Analysis last updated: Monday, March 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4935	4.66
$α$	0.0213	67.49
$β$	0.9973	1713.51
$ν$	3	41.30

Estimation Period:
Jan 2, 1990 to Mar 7, 2025