V-Lab: Croatian Kuna AGARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna AGARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:6.34% (-0.01%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0002	2.75
$α$	0.0225	31.95
$β$	0.9764	1363.70
$γ$	-0.0916	-7.33

Estimation Period:
Jan 9, 1996 to May 27, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts