Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2025:6.84% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0021 | 14.60 | |
| 0.0312 | 15.24 | |
| 0.9657 | 798.12 | |
| -0.0054 | -1.70 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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