Croatian Kuna EGARCH Volatility Analysis
Volatility prediction for Monday, July 6th, 2026
1 Day
5.28%
increased by 0.11%
1 Week
5.32%
increased by 0.15%
1 Month
5.51%
increased by 0.34%
Analysis last updated: Friday, July 3, 2026 at 07:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.31 | |
| 0.0625 | 30.77 | |
| 0.9975 | 3,989.91 | |
| 0.0108 | 6.21 |
Estimation Period:
Jan 9, 1996 to Jul 3, 2026
Jan 9, 1996 to Jul 3, 2026
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