Croatian Kuna GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.11% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 9.89 | |
| 0.0250 | 32.36 | |
| 0.9735 | 1,212.29 |
Estimation Period:
Jan 9, 1996 to Feb 13, 2026
Jan 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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