V-Lab: Norwegian Krone Spline-GARCH Volatility Analysis

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V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 4th, 2023:10.70% (-0.16%)

Analysis last updated: Sunday, December 3, 2023 at 02:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0320	9.32
$α$	0.0297	6.17
$β$	0.9644	177.99
$γ_{1}$	0.0004	0.93

Estimation Period:
Jan 2, 1990 to Dec 1, 2023

News Impact Curve

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Volatility Forecasts

Volatility Forecasts