V-Lab: Croatian Kuna GARCH Volatility Analysis

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V-Lab

Croatian Kuna GARCH Volatility Analysis

Volatility Prediction for Tuesday, December 16th, 2025:4.54% (-0.05%)

Analysis last updated: Monday, December 15, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0005	9.74
$α$	0.0247	32.00
$β$	0.9737	1,215.61

Estimation Period:
Jan 9, 1996 to Dec 12, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts