Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:4.92% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.26 | |
| 0.0628 | 30.52 | |
| 0.9974 | 3,958.05 | |
| 0.0107 | 6.05 |
Estimation Period:
Jan 9, 1996 to Feb 13, 2026
Jan 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Croatian Kuna Analyses
Other EGARCH Analyses on Currencies