V-Lab
V-Lab
Croatian Kuna GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:6.34% (-0.08%)
Analysis last updated: Monday, September 15, 2025 at 07:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Croatian Kuna GARCH
paramt-stat
ω0.00059.98
α0.024331.56
β0.97421,223.84
Estimation Period:
Jan 9, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts