Norwegian Krone GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.04%
decreased by 0.11%
1 Week
8.06%
decreased by 0.09%
1 Month
8.13%
decreased by 0.02%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 14.92 | |
| 0.0312 | 15.17 | |
| 0.9653 | 797.08 | |
| -0.0047 | -1.47 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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