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V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:100.01% (-2.32%)
Analysis last updated: Friday, February 6, 2026 at 07:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone S0GARCH
paramt-stat
ω1.03135.61
α0.04934.23
β0.949076.32
γ1-0.0134-0.16
γ20.00490.04
γ30.01070.15
γ40.00030.00
γ5-0.0000-0.00
γ6-0.0247-0.37
γ70.07510.82
γ8-0.4778-1.35
γ91.25641.37
γ10-1.2704-1.41
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts