V-Lab: Croatian Kuna AGARCH Volatility Analysis

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V-Lab

Croatian Kuna AGARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:5.62% (-0.06%)

Analysis last updated: Monday, October 27, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	3.02
$α$	0.0223	31.67
$β$	0.9764	1,363.74
$γ$	-0.0928	-7.68

Estimation Period:
Jan 9, 1996 to Oct 24, 2025

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Volatility Forecasts

Volatility Forecasts