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

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:10.17% (-0.17%)

Analysis last updated: Wednesday, June 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4978	4.64
$α$	0.0212	67.20
$β$	0.9973	1,701.80
$ν$	3.0650	40.70

Estimation Period:
Jan 2, 1990 to Jun 13, 2025