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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:10.41% (+0.16%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4987	4.64
$α$	0.0211	67.35
$β$	0.9973	1,701.80
$ν$	3.0576	41.04

Estimation Period:
Jan 2, 1990 to May 30, 2025