Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:5.30% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 7.23 | |
| 0.0630 | 30.49 | |
| 0.9974 | 3,958.00 | |
| 0.0107 | 6.02 |
Estimation Period:
Jan 9, 1996 to Jan 30, 2026
Jan 9, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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