Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:12.90% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3496 | 1.52 | |
| 0.0655 | 2.78 | |
| 0.4709 | 1.74 | |
| -0.0655 | -2.78 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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