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

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:8.14% (-0.14%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4039	9.57
$α$	0.0194	74.42
$β$	0.9985	7,235.52
$ν$	2.7714	170.25

Estimation Period:
Jan 9, 1996 to Jun 27, 2025