Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
8.42%
decreased by 0.18%
1 Week
8.44%
decreased by 0.16%
1 Month
8.51%
decreased by 0.09%
Analysis last updated: Sunday, June 14, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4830 | 4.45 | |
| 0.0214 | 66.32 | |
| 0.9971 | 1,543.51 | |
| 3.0845 | 36.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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