V-Lab: Croatian Kuna APARCH Volatility Analysis

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V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Friday, December 1st, 2023:6.20% (-0.03%)

Analysis last updated: Thursday, November 30, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.26
$α$	0.0211	24.69
$β$	0.9767	1377.62
$γ$	-0.1235	-8.52
$δ$	2.0506	35.48

Estimation Period:
Jan 9, 1996 to Nov 24, 2023

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts