Norwegian Krone GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
9.47%
decreased by 0.13%
1 Week
9.47%
decreased by 0.13%
1 Month
9.48%
decreased by 0.12%
Analysis last updated: Friday, April 17, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 14.94 | |
| 0.0312 | 15.18 | |
| 0.9652 | 795.68 | |
| -0.0045 | -1.43 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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