V-Lab: Croatian Kuna GAS-GARCH Student T Volatility Analysis

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Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:6.95% (-0.07%)

Analysis last updated: Thursday, November 6, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3970	9.48
$α$	0.0193	74.43
$β$	0.9985	7,081.52
$ν$	2.7719	168.04

Estimation Period:
Jan 9, 1996 to Oct 31, 2025