V-Lab: Croatian Kuna EGARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna EGARCH Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:7.35% (+0.07%)

Analysis last updated: Friday, January 27, 2023, 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	7.20
$α$	0.0625	29.79
$β$	0.9974	3680.44
$γ$	0.0116	6.37

Estimation Period:
Jan 9, 1996 to Jan 27, 2023

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Volatility Forecasts

Volatility Forecasts