Croatian Kuna GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
4.87%
decreased by 0.05%
1 Week
4.88%
decreased by 0.04%
1 Month
4.95%
increased by 0.03%
Analysis last updated: Thursday, June 11, 2026 at 08:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 9.85 | |
| 0.0250 | 32.61 | |
| 0.9734 | 1,218.26 |
Estimation Period:
Jan 9, 1996 to Jun 5, 2026
Jan 9, 1996 to Jun 5, 2026
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