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

V-Lab

| |

V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:8.53% (+0.19%)

Analysis last updated: Friday, December 20, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9690	9.57
$α$	0.0293	6.24
$β$	0.9651	184.82
$γ_{1}$	-0.0000	-0.23

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts