V-Lab: Croatian Kuna APARCH Volatility Analysis

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V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 25th, 2025:5.00% (-0.04%)

Analysis last updated: Monday, November 24, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.77
$α$	0.0221	24.52
$β$	0.9760	1,324.35
$γ$	-0.1200	-8.43
$δ$	2.0162	36.63

Estimation Period:
Jan 9, 1996 to Nov 21, 2025

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Volatility Forecasts