Croatian Kuna EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:5.76% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0030 | 7.10 | |
| 0.0614 | 29.72 | |
| 0.9974 | 3,973.87 | |
| 0.0110 | 6.25 |
Estimation Period:
Jan 9, 1996 to Oct 31, 2025
Jan 9, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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