Norwegian Krone GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:6.74% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4819 | 4.62 | |
| 0.0211 | 67.96 | |
| 0.9973 | 1,693.15 | |
| 3.0858 | 39.73 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
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