V-Lab
V-Lab
Croatian Kuna AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 4th, 2024:7.65% (+1.51%)

Analysis last updated: Tuesday, December 3, 2024 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna AGARCH
paramt-stat
ω0.00012.60
α0.022032.45
β0.97691415.75
γ-0.0952-7.82
Estimation Period:
Jan 9, 1996 to Nov 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts