V-Lab: Norwegian Krone MF2-GARCH Volatility Analysis

V-Lab

Norwegian Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:4.00% (-2.16%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.7716	7,716,360.00
$β$	0.0000	100.00
$γ$	0.4567	4,567,080.00
$λ_{1}$	0.1947	21.18
$λ_{2}$	0.4101	21.42
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts