Norwegian Krone Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:195.21% (-5.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0158 | 4.83 | |
| 0.0573 | 4.01 | |
| 0.9400 | 61.12 | |
| -0.0144 | -0.20 | |
| 0.0133 | 0.12 | |
| 0.0028 | 0.04 | |
| -0.0023 | -0.04 | |
| 0.0084 | 0.14 | |
| -0.0370 | -0.62 | |
| 0.0882 | 1.07 | |
| -0.6186 | -1.52 | |
| 1.6646 | 1.53 | |
| -1.6865 | -1.56 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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