Croatian Kuna GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:5.11% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 9.81 | |
| 0.0245 | 31.68 | |
| 0.9739 | 1,215.88 |
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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