V-Lab: Norwegian Krone MF2-GARCH Volatility Analysis

V-Lab

Norwegian Krone MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:0.00% (-2.54%)

Analysis last updated: Tuesday, September 16, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0286	26.97
$λ_{2}$	0.3000	68.11
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts