Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:5.64% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3939 | 9.49 | |
| 0.0195 | 75.02 | |
| 0.9985 | 7,081.54 | |
| 2.7696 | 171.37 |
Estimation Period:
Jan 9, 1996 to Dec 5, 2025
Jan 9, 1996 to Dec 5, 2025
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