Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Monday, November 10th, 2025:5.65% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 7.10 | |
| 0.0615 | 29.75 | |
| 0.9974 | 3,973.88 | |
| 0.0109 | 6.20 |
Estimation Period:
Jan 9, 1996 to Nov 7, 2025
Jan 9, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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