Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.52%
decreased by 0.18%
1 Week
8.54%
decreased by 0.16%
1 Month
8.61%
decreased by 0.09%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4836 | 4.46 | |
| 0.0213 | 66.50 | |
| 0.9971 | 1,550.73 | |
| 3.0831 | 37.10 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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