V-Lab: Croatian Kuna EGARCH Volatility Analysis

V-Lab

Croatian Kuna EGARCH Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:5.93% (-0.10%)

Analysis last updated: Thursday, July 17, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0030	7.13
$α$	0.0622	29.82
$β$	0.9974	3,957.95
$γ$	0.0109	6.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts