Norwegian Krone MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:5.56% (+0.38%)
Parameter Estimates
param | t-stat | |
---|---|---|
36 | ||
0.7280 | 7,280,380.00 | |
0.0220 | 219,620.00 | |
0.5000 | 5,000,000.00 | |
0.0328 | 18.84 | |
0.9707 | 41.98 | |
0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Oct 18, 2025
Jan 2, 1990 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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