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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:8.74% (-0.12%)

Analysis last updated: Friday, July 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4934	4.60
$α$	0.0212	67.05
$β$	0.9972	1,664.82
$ν$	3.0620	40.26

Estimation Period:
Jan 2, 1990 to Jul 11, 2025