V-Lab: Norwegian Krone GJR-GARCH Volatility Analysis

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V-Lab

Norwegian Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:6.32% (+0.10%)

Analysis last updated: Friday, December 12, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.49
$α$	0.0312	15.26
$β$	0.9657	800.78
$γ$	-0.0053	-1.66

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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