Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.28% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1921 | 2.36 | |
| 0.0971 | 5.88 | |
| 0.5910 | 4.58 | |
| -0.0971 | -5.89 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Norwegian Krone Analyses
Other GJR-GARCH Analyses on Currencies