Croatian Kuna GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.37%
decreased by 0.13%
1 Week
6.39%
decreased by 0.11%
1 Month
6.44%
decreased by 0.06%
Analysis last updated: Sunday, May 24, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3870 | 9.21 | |
| 0.0196 | 75.63 | |
| 0.9985 | 6,746.30 | |
| 2.7888 | 158.35 |
Estimation Period:
Jan 9, 1996 to May 22, 2026
Jan 9, 1996 to May 22, 2026
Other Croatian Kuna Analyses
Other GAS-GARCH Student T Analyses on Currencies