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

V-Lab

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V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:9.14% (+0.04%)

Analysis last updated: Wednesday, October 4, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9769	9.44
$α$	0.0300	6.20
$β$	0.9644	179.69
$γ_{1}$	-0.0000	-0.13

Estimation Period:
Jan 2, 1990 to Sep 29, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts