V-Lab: Croatian Kuna AGARCH Volatility Analysis

V-Lab

Croatian Kuna AGARCH Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:10.07% (+0.06%)

Analysis last updated: Thursday, April 24, 2025 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	3.62
$α$	0.0228	31.57
$β$	0.9762	1,340.88
$γ$	-0.0850	-7.02

Estimation Period:
Jan 9, 1996 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts