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 Friday, June 2nd, 2023:11.14% (+0.66%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9757	9.35
$α$	0.0298	6.14
$β$	0.9647	179.28
$γ_{1}$	-0.0000	-0.17

Estimation Period:
Jan 2, 1990 to May 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts