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

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:7.86% (-0.04%)

Analysis last updated: Friday, August 29, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4044	9.53
$α$	0.0193	74.59
$β$	0.9985	7,132.09
$ν$	2.7559	173.25

Estimation Period:
Jan 9, 1996 to Aug 29, 2025