V-Lab: Norwegian Krone Spline-GARCH Volatility Analysis

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V-Lab

Norwegian Krone Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:12.20% (-0.20%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0287	9.09
$α$	0.0302	6.16
$β$	0.9638	175.31
$γ_{1}$	0.0003	0.70

Estimation Period:
Jan 2, 1990 to Jan 27, 2023

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