V-Lab: Croatian Kuna APARCH Volatility Analysis

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V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Monday, October 27th, 2025:5.78% (-0.05%)

Analysis last updated: Friday, October 24, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.80
$α$	0.0219	24.51
$β$	0.9763	1,330.08
$γ$	-0.1225	-8.51
$δ$	2.0105	36.52

Estimation Period:
Jan 9, 1996 to Oct 24, 2025

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