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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0002	0.86
αARCH	0.0230	8.22***
βGARCH	0.9757	340.45***
γleverage	-0.0863	-1.82*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	0.86
α ARCH Response to squared shocks	0.0230	8.22***
β GARCH Volatility persistence	0.9757	340.45***
γ leverage Additional response to negative shocks	-0.0863	-1.82*

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Croatian Kuna AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses