Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Monday, January 5th, 2026:4.20% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.36 | |
| 0.0627 | 30.38 | |
| 0.9975 | 3,958.25 | |
| 0.0109 | 6.17 |
Estimation Period:
Jan 9, 1996 to Jan 2, 2026
Jan 9, 1996 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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