US Dollar to Croatian Kuna GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:4.82% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 8.89 | |
| 0.0282 | 17.98 | |
| 0.9756 | 1,316.66 | |
| -0.0105 | -4.73 |
Estimation Period:
Jan 9, 1996 to Feb 20, 2026
Jan 9, 1996 to Feb 20, 2026
News Impact Curve
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