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

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:7.59% (+0.20%)

Analysis last updated: Friday, July 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4010	9.52
$α$	0.0194	74.45
$β$	0.9985	7,132.09
$ν$	2.7688	170.22

Estimation Period:
Jan 9, 1996 to Jul 11, 2025