V-Lab: Norwegian Krone Spline-GARCH Volatility Analysis

V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 8th, 2025:8.16% (-0.09%)

Analysis last updated: Monday, July 7, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0324	9.53
$α$	0.0290	6.24
$β$	0.9647	181.30
$γ_{1}$	0.0004	1.05

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts