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

V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:7.36% (+0.06%)

Analysis last updated: Friday, September 19, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9596	9.76
$α$	0.0290	6.34
$β$	0.9653	188.64
$γ_{1}$	-0.0000	-0.33

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts