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 23rd, 2025:8.57% (-0.10%)

Analysis last updated: Friday, June 20, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9541	9.64
$α$	0.0290	6.31
$β$	0.9654	188.22
$γ_{1}$	-0.0000	-0.42

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts