US Dollar to Norwegian Krone MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
3.62%
decreased by 1.97%
1 Week
2,594.76%
increased by 2,589.17%
1 Month
8,271,158,322,750,205.00%
increased by 8,271,158,322,750,199.00%
Analysis last updated: Tuesday, June 9, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7498 | 7,497,850.00 | |
| 0.0002 | 2,150.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0450 | 102.35 | |
| 0.0117 | 260.69 | |
| 0.8459 | 1,441.02 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other MF2-GARCH Analyses on Currencies