V-Lab: Croatian Kuna APARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Wednesday, January 15th, 2025:6.24% (-0.05%)

Analysis last updated: Tuesday, January 14, 2025 at 07:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0003	8.41
$α$	0.0207	24.72
$β$	0.9770	1413.88
$γ$	-0.1270	-8.82
$δ$	2.0579	35.59

Estimation Period:
Jan 9, 1996 to Jan 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts