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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:9.48% (-0.18%)

Analysis last updated: Friday, August 29, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4932	4.60
$α$	0.0211	67.11
$β$	0.9972	1,670.41
$ν$	3.0656	39.98

Estimation Period:
Jan 2, 1990 to Aug 29, 2025