Croatian Kuna AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.28% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 3.16 | |
| 0.0229 | 32.28 | |
| 0.9759 | 1,351.64 | |
| -0.0896 | -7.50 |
Estimation Period:
Jan 9, 1996 to Dec 26, 2025
Jan 9, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Croatian Kuna Analyses
Other AGARCH Analyses on Currencies