Croatian Kuna Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
4.85%
decreased by 0.05%
1 Week
4.87%
decreased by 0.03%
1 Month
4.91%
increased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 07:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3966 | 7.84 | |
| 0.0248 | 7.53 | |
| 0.9716 | 262.80 | |
| 0.0005 | 0.87 |
Estimation Period:
Jan 9, 1996 to Jun 5, 2026
Jan 9, 1996 to Jun 5, 2026
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