V-Lab
V-Lab
Croatian Kuna AGARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:6.18% (+0.77%)

Analysis last updated: Wednesday, April 24, 2024 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna AGARCH
paramt-stat
ω0.00022.93
α0.022232.38
β0.97671395.25
γ-0.0908-7.34
Estimation Period:
Jan 9, 1996 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts