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

V-Lab

| |

V-Lab

Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 18th, 2024:8.84% (-0.09%)

Analysis last updated: Tuesday, September 17, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9684	9.49
$α$	0.0295	6.24
$β$	0.9649	183.94
$γ_{1}$	-0.0000	-0.26

Estimation Period:
Jan 2, 1990 to Sep 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts