V-Lab: Croatian Kuna APARCH Volatility Analysis

V-Lab

Croatian Kuna APARCH Volatility Analysis

Volatility Prediction for Thursday, April 17th, 2025:9.73% (-0.11%)

Analysis last updated: Wednesday, April 16, 2025 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0004	8.58
$α$	0.0222	24.34
$β$	0.9756	1,283.66
$γ$	-0.0984	-6.99
$δ$	2.0689	35.81

Estimation Period:
Jan 9, 1996 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts