V-Lab: Croatian Kuna GARCH Volatility Analysis

V-Lab

Croatian Kuna GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:6.59% (-0.06%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	9.77
$α$	0.0245	31.58
$β$	0.9740	1,216.01

Estimation Period:
Jan 9, 1996 to Jul 4, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts