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

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.00% (+0.31%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4048	9.58
$α$	0.0195	74.35
$β$	0.9985	7,183.43
$ν$	2.7631	173.15

Estimation Period:
Jan 9, 1996 to May 9, 2025