V-Lab: Norwegian Krone GJR-GARCH Volatility Analysis

Skip to main content

V-Lab

Norwegian Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 9th, 2025:6.24% (-0.06%)

Analysis last updated: Monday, December 8, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.54
$α$	0.0312	15.25
$β$	0.9657	800.12
$γ$	-0.0053	-1.67

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts