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V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:195.21% (-5.54%)
Analysis last updated: Sunday, January 25, 2026 at 01:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone S0GARCH
paramt-stat
ω1.01584.83
α0.05734.01
β0.940061.12
γ1-0.0144-0.20
γ20.01330.12
γ30.00280.04
γ4-0.0023-0.04
γ50.00840.14
γ6-0.0370-0.62
γ70.08821.07
γ8-0.6186-1.52
γ91.66461.53
γ10-1.6865-1.56
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Impact of return on volatility tomorrow
Volatility Forecasts