V-Lab: Norwegian Krone Spline-GARCH Volatility Analysis

V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.79% (-0.08%)

Analysis last updated: Friday, July 11, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0291	9.49
$α$	0.0291	6.26
$β$	0.9646	181.21
$γ_{1}$	0.0004	0.97

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts