V-Lab
V-Lab
Croatian Kuna AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:5.16% (-0.06%)

Analysis last updated: Tuesday, May 7, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna AGARCH
paramt-stat
ω0.00022.89
α0.022132.37
β0.97671397.31
γ-0.0906-7.32
Estimation Period:
Jan 9, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts