Norwegian Krone GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
8.63%
decreased by 0.12%
1 Week
8.64%
decreased by 0.11%
1 Month
8.68%
decreased by 0.07%
Analysis last updated: Sunday, April 26, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 14.94 | |
| 0.0312 | 15.19 | |
| 0.9652 | 796.37 | |
| -0.0046 | -1.46 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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