V-Lab
V-Lab
Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Monday, September 16th, 2024:4.60% (-0.09%)

Analysis last updated: Sunday, September 15, 2024 at 01:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna EGARCH
paramt-stat
ω0.00307.25
α0.060330.32
β0.99764006.50
γ0.01136.53
Estimation Period:
Jan 9, 1996 to Sep 13, 2024
Impact of return on volatility tomorrow
Volatility Forecasts