Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.07% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7572 | 7.58 | |
| 0.0288 | 5.07 | |
| 0.9577 | 126.10 | |
| -0.0278 | -1.22 | |
| 0.0343 | 0.99 | |
| -0.0106 | -0.48 | |
| 0.0251 | 1.16 | |
| -0.0595 | -2.24 | |
| 0.0732 | 2.23 | |
| -0.0653 | -1.34 | |
| 0.0922 | 1.16 | |
| -0.1057 | -1.38 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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