Croatian Kuna GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:6.01% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 10.00 | |
| 0.0244 | 31.59 | |
| 0.9741 | 1,222.21 |
Estimation Period:
Jan 9, 1996 to Oct 18, 2025
Jan 9, 1996 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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