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

V-Lab

|

V-Lab

Norwegian Krone GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, October 4th, 2023:10.64% (+0.53%)

Analysis last updated: Tuesday, October 3, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5051	4.74
$α$	0.0219	67.34
$β$	0.9973	1765.08
$ν$	3	43.67

Estimation Period:
Jan 2, 1990 to Sep 29, 2023