V-Lab: Croatian Kuna EGARCH Volatility Analysis

V-Lab

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V-Lab

Croatian Kuna EGARCH Volatility Analysis

Volatility Prediction for Friday, June 2nd, 2023:6.65% (-0.07%)

Analysis last updated: Thursday, June 1, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	7.15
$α$	0.0618	29.78
$β$	0.9974	3735.69
$γ$	0.0113	6.30

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts