Norwegian Krone Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:132.83% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8346 | 4.81 | |
| 0.0413 | 4.41 | |
| 0.9544 | 94.09 | |
| -0.0551 | -1.06 | |
| 0.0746 | 0.93 | |
| -0.0231 | -0.40 | |
| 0.0046 | 0.08 | |
| 0.0059 | 0.10 | |
| -0.0312 | -0.59 | |
| 0.0505 | 0.80 | |
| -0.0346 | -0.44 | |
| -0.2129 | -0.77 | |
| 1.0821 | 1.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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