V-Lab
V-Lab
US Dollar to Norwegian Krone GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:9.21% (-0.02%)

Analysis last updated: Friday, May 17, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of US Dollar to Norwegian Krone GJR-GARCH
paramt-stat
ω0.002114.13
α0.032915.38
β0.9656787.61
γ-0.0083-2.55
Estimation Period:
Jan 2, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts