V-Lab: Croatian Kuna APARCH Volatility Analysis

V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:6.19% (-0.05%)

Analysis last updated: Monday, July 14, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.82
$α$	0.0223	24.80
$β$	0.9761	1,319.04
$γ$	-0.1189	-8.27
$δ$	1.9956	36.31

Estimation Period:
Jan 9, 1996 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts