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

V-Lab

| |

V-Lab

Croatian Kuna GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:8.51% (-0.18%)

Analysis last updated: Monday, March 10, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4000	9.50
$α$	0.0198	73.97
$β$	0.9985	7132.06
$ν$	3	161.54

Estimation Period:
Jan 9, 1996 to Mar 7, 2025