Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:6.81% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 14.62 | |
| 0.0312 | 15.25 | |
| 0.9657 | 798.10 | |
| -0.0055 | -1.73 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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