V-Lab: Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:5.13% (-0.05%)

Analysis last updated: Sunday, April 28, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3857	8.27
$α$	0.0239	7.37
$β$	0.9728	267.39
$γ_{1}$	0.0006	3.39

Estimation Period:
Jan 9, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts