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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0004	2.16**
αARCH	0.0227	6.30***
βGARCH	0.9756	332.08***
γleverage	-0.1174	-2.09**
δpower	2.0038	9.18***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0004	2.16**
α ARCH Response to squared shocks	0.0227	6.30***
β GARCH Volatility persistence	0.9756	332.08***
γ leverage Additional response to negative shocks	-0.1174	-2.09**
δ power Transformation power	2.0038	9.18***

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Croatian Kuna APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Croatian Kuna Analyses