V-Lab: Croatian Kuna GJR-GARCH Volatility Analysis

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V-Lab

Croatian Kuna GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:5.59% (-0.05%)

Analysis last updated: Wednesday, April 17, 2024 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.07
$α$	0.0275	17.44
$β$	0.9767	1377.56
$γ$	-0.0110	-5.01

Estimation Period:
Jan 9, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts