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 Monday, July 29th, 2024:8.24% (-0.08%)

Analysis last updated: Friday, July 26, 2024 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9696	9.48
$α$	0.0295	6.24
$β$	0.9649	183.73
$γ_{1}$	-0.0000	-0.22

Estimation Period:
Jan 2, 1990 to Jul 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts