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V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.07% (-0.27%)
Analysis last updated: Thursday, March 12, 2026 at 07:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone S0GARCH
paramt-stat
ω0.75727.58
α0.02885.07
β0.9577126.10
γ1-0.0278-1.22
γ20.03430.99
γ3-0.0106-0.48
γ40.02511.16
γ5-0.0595-2.24
γ60.07322.23
γ7-0.0653-1.34
γ80.09221.16
γ9-0.1057-1.38
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts