V-Lab
V-Lab
Norwegian Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 17th, 2025:9.32% (-0.14%)
Analysis last updated: Monday, March 17, 2025 at 05:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norwegian Krone SGARCH
paramt-stat
ω1.01689.51
α0.02916.19
β0.9649181.20
γ10.00030.80
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts