V-Lab: Croatian Kuna GARCH Volatility Analysis

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V-Lab

Croatian Kuna GARCH Volatility Analysis

Volatility Prediction for Thursday, October 16th, 2025:5.91% (-0.04%)

Analysis last updated: Wednesday, October 15, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	10.00
$α$	0.0243	31.57
$β$	0.9741	1,222.23

Estimation Period:
Jan 9, 1996 to Oct 10, 2025

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Volatility Forecasts

Volatility Forecasts