V-Lab: Croatian Kuna EGARCH Volatility Analysis

V-Lab

Croatian Kuna EGARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:6.70% (+0.05%)

Analysis last updated: Tuesday, July 1, 2025 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0031	7.19
$α$	0.0622	29.83
$β$	0.9974	3,989.62
$γ$	0.0106	6.00

Estimation Period:
Jan 9, 1996 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts