Norwegian Krone MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
0.26%
decreased by 1.57%
1 Week
0.27%
decreased by 1.56%
1 Month
0.25%
decreased by 1.58%
Analysis last updated: Friday, April 10, 2026 at 07:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.7499 | 7,498,890.00 | |
| 0.0001 | 1,110.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.9705 | 19,705,000.00 | |
| 0.0459 | 459,030.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
Other Norwegian Krone Analyses
Other MF2-GARCH Analyses on Currencies