Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
8.05%
decreased by 0.11%
1 Week
8.07%
decreased by 0.09%
1 Month
8.15%
decreased by 0.01%
Analysis last updated: Sunday, May 24, 2026 at 01:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9673 | 9.99 | |
| 0.0292 | 6.46 | |
| 0.9650 | 189.69 | |
| 0.0000 | -0.27 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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