V-Lab: Croatian Kuna APARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.15% (-0.01%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.20
$α$	0.0220	24.94
$β$	0.9761	1331.70
$γ$	-0.1240	-8.48
$δ$	2.0274	35.28

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts