Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:5.06% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.25 | |
| 0.0629 | 30.51 | |
| 0.9974 | 3,958.02 | |
| 0.0107 | 6.03 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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