Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:5.98% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 14.48 | |
| 0.0312 | 15.30 | |
| 0.9658 | 804.15 | |
| -0.0052 | -1.65 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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