Norwegian Krone Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
8.09%
increased by 0.10%
1 Week
8.11%
increased by 0.12%
1 Month
8.22%
increased by 0.23%
Analysis last updated: Thursday, June 11, 2026 at 08:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0038 | 9.38 | |
| 0.0292 | 6.44 | |
| 0.9647 | 186.37 | |
| 0.0002 | 0.48 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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