Croatian Kuna APARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
5.41%
increased by 0.17%
1 Week
5.42%
increased by 0.18%
1 Month
5.47%
increased by 0.23%
Analysis last updated: Friday, May 15, 2026 at 07:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 9.02 | |
| 0.0226 | 25.12 | |
| 0.9757 | 1,323.81 | |
| -0.1204 | -8.49 | |
| 1.9994 | 36.55 |
Estimation Period:
Jan 9, 1996 to May 15, 2026
Jan 9, 1996 to May 15, 2026
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