V-Lab: Norwegian Krone GJR-GARCH Volatility Analysis

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V-Lab

Norwegian Krone GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:7.65% (-0.07%)

Analysis last updated: Monday, October 13, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0021	14.67
$α$	0.0313	15.25
$β$	0.9657	796.11
$γ$	-0.0056	-1.78

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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