V-Lab
V-Lab
Croatian Kuna GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:5.19% (-0.05%)

Analysis last updated: Tuesday, May 7, 2024 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna GARCH
paramt-stat
ω0.00049.34
α0.024231.99
β0.97441239.64
Estimation Period:
Jan 9, 1996 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts