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

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V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 20th, 2024:10.14% (-0.03%)

Analysis last updated: Thursday, September 19, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5028	4.71
$α$	0.0214	67.51
$β$	0.9973	1768.26
$ν$	3	42.57

Estimation Period:
Jan 2, 1990 to Sep 13, 2024