V-Lab: Norwegian Krone GJR-GARCH Volatility Analysis

V-Lab

Norwegian Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:7.23% (+0.20%)

Analysis last updated: Thursday, September 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.67
$α$	0.0313	15.26
$β$	0.9657	796.10
$γ$	-0.0056	-1.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts