V-Lab: Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:9.37% (0.00%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9524	9.59
$α$	0.0289	6.30
$β$	0.9655	188.54
$γ_{1}$	-0.0000	-0.45

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts