Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:9.76% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 4.31 | |
| 0.0546 | 6.16 | |
| 0.8868 | 63.74 | |
| -0.0314 | -3.61 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Norwegian Krone Analyses
Other GJR-GARCH Analyses on Currencies