Croatian Kuna AGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
5.57%
increased by 0.07%
1 Week
5.58%
increased by 0.08%
1 Month
5.62%
increased by 0.12%
Analysis last updated: Friday, May 8, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 3.54 | |
| 0.0229 | 32.63 | |
| 0.9758 | 1,357.13 | |
| -0.0890 | -7.47 |
Estimation Period:
Jan 9, 1996 to May 8, 2026
Jan 9, 1996 to May 8, 2026
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