V-Lab
V-Lab
Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:11.90% (-0.20%)

Analysis last updated: Sunday, January 29, 2023, 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone S0GARCH
paramt-stat
ω0.98169.40
α0.03036.18
β0.9640177.14
γ1-0.0000-0.12
Estimation Period:
Jan 2, 1990 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts