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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0002	0.83
αARCH	0.0230	8.23***
βGARCH	0.9758	340.94***
γleverage	-0.0870	-1.84*

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	0.83
α ARCH Response to squared shocks	0.0230	8.23***
β GARCH Volatility persistence	0.9758	340.94***
γ leverage Additional response to negative shocks	-0.0870	-1.84*

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Croatian Kuna AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses