V-Lab: Croatian Kuna AGARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna AGARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:6.44% (+0.17%)

Analysis last updated: Thursday, November 30, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	2.86
$α$	0.0222	32.09
$β$	0.9767	1389.37
$γ$	-0.0914	-7.36

Estimation Period:
Jan 9, 1996 to Nov 24, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts